Market making models: from Avellaneda-Stoikov to Gue´ant- Lehalle, and

This parameter denoted by the letter kappa is directly proportional to the order book's liquidity, hence the probability of an order being filled. The minimum spread related to the mid-price allowed by the user for bid/ask orders. In expert mode, the user will need to directly define the algorithm's avellaneda & stoikov basic parameters described