JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading

By Valentin Mohl, Sascha Frey, Reuben Leyland, Kang Li, George Nigmatulin, Mihai Cucuringu, Stefan Zohren, Jakob Foerster, Anisoara Calinescu

Published 2025-11-03

Everscope rating
1845.5
Relevance to quantitative trading
9 / 10
Implementation complexity
7 / 10
Reproducibility
5 / 5

About this paper

Methodology: JaxMARL-HFT: GPU-Accelerated Multi-Agent Reinforcement Learning Environment. Problem types: Reinforcement Learning, Market Making, Algorithmic Execution, Multi-agent Simulation, Optimization.

arXiv:2511.02136 · Code · Paper rankings

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