The tag has no wiki summary.

learn more… | top users | synonyms

7
votes
2answers
303 views

How to generalize the Vickrey auction for two-sided trading?

I want to try out the Vickrey auction for a project of mine, but I'm not sure that I understand it completely. The thing is that I have several consumers and several providers trading one resource ...
4
votes
2answers
214 views

Market order quantity greater than quantity of the inside quote at the exchange

If I send a market order to an exchange with quantity greater than the quantity of the inside quote at this exchange, and if another exchange has quantity to fill the residual portion at NBBO, will my ...
0
votes
1answer
70 views

Increasing Market Depth

Are there any sure-fire ways to increase market-depth that people have experience with? Has much research been done/published on this subject?