Pinboard: bookmarks for vivekarora tagged 'market_making'

vivekarora + market_making 6

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Modeling Stock Order Flows and Learning Market-Making from Data
Market_Making Reinforcement Prediction
february 2012 by vivekarora

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Stochastic Control Theory and High Frequency Trading
Market_Making Stochastic_Calculus High_Frequency Knight
february 2012 by vivekarora

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Electronic Market Making Potential Profits and Research Opportunities
High_Frequency Market_Making Microprice Prediction Kalman_Filter
february 2012 by vivekarora

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Automated High Frequency Market Making
Adverse High_Frequency Limit_Order_Model Market_Making
september 2011 by vivekarora

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Optimal High Frequency Trading with Limit and Market Orders
High_Frequency Market_Making
july 2011 by vivekarora

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OrderBook.pdf (application/pdf Object)
Forecasting High_Frequency Market_Making
october 2009 by vivekarora

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