Are there any practical articles, blogs or books that describe common practices in market making and how to calculate and use common measures?

The majority of the information I found are research papers. For example, the links in the following question: academic papers about market making

Are there any articles on how the research papers above are used in practice?


1 Answer 1


I like the question. If you want a practical guide to market making then try the ACI Dealing Simulation Course. That will sort you out... As for how research papers are used in practise, I think it's about tweaking the model, when a better solution to a common problem comes along.

For example, there is practical value in the paper Dealing with the Inventory Risk. A solution to the market making problem and see all the linked academic papers.


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