ABIDES v1.1: PADS 2020, ICAIF 2020

This v1.1 release of ABIDES is the version utilized in papers submitted to PADS 2020, ICAIF 2020, and other conferences with Spring 2020 deadlines. It adds example scripts and configurations for running multiple ABIDES simulations in parallel, improvements to our execution agents, utilities to support more types of experiments and plots, improvements to the market making agents, and a new cubic network jitter model for message latency.

ABIDES v1.0: NeurIPS 2019

This v1.0 release of ABIDES is the version utilized in papers submitted to the NeurIPS 2019 AI Finance workshop, and is also the version intended for use in Ga Tech's CS 7646 Machine Learning for Trading class for Fall 2019. It adds an OU process oracle, new example agents, a new standard configuration, ETF markets, and ZI strategy changes.

Development checkpoint: ICML 2019

Public release of the substantial changes made in the run-up to ICML 2019.

Current version is tested and usable, containing sample configurations, agents, log parsing, and visualization code, but there are many features to implement and much documentation to write before a true "stable release" v1.0.0.