Im working in the Avellaneda-Stoikov implementation usign python. My implementation reproduces the authors results, but I dont know how to propertly adapt the algorithm in order to consider a larger time horizon. From the equation

r = s - q * gamma * sigma**2 * (T-t)

if we use larger T, the indifference price computed could become too big compared with the mid price s, or even a negative value, when q is positive.

Is there an adimensional implementation? How to independize from T? Is there a posibility to independize also from the election of s?

I'm working in the Avellaneda-Stoikov implementation using Python. My implementation reproduces the authors' results, but I don't know how to properly adapt the algorithm in order to consider a larger time horizon. From the equation

r = s - q * gamma * sigma**2 * (T-t)

if we use larger T, the indifference price computed could become too big compared with the mid price s, or even a negative value, when q is positive.

Is there an a-dimensional implementation? How to independize from T? Is there a possibility to independize also from the election of s?