Stochastic Controller
CommunityMake optimal, belief-driven market decisions.
Software Engineering#inventory-management#market-making#stochastic-control#bayesian-beliefs#hjb#changepoint-detection#optimal-quoting
Authortrudumb
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Understand and modify the Layer 3 stochastic control system that makes optimal sequential decisions. This layer sits between estimation (L1-L2) and execution (L4), answering: "Given what we believe about the market, what is the optimal action?"
Core Features & Use Cases
- Bayesian beliefs and online updates for drift, volatility, and fill intensity to drive decisions.
- HJB-based optimal quoting with inventory skew and predictive drift adjustments.
- Changepoint detection to adapt to regime shifts and reset beliefs when needed.
Quick Start
Load the Stochastic Controller module and run the OptimalController to compute the next action given current state.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: Stochastic Controller Download link: https://github.com/trudumb/hyper_make/archive/main.zip#stochastic-controller Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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