In the article A High Frequency Trade Execution Model for Supervised Learning, Matthew Dixon refers to two Market Making Strategies MM1 and MM2 without specifying their true natures.
Definition 4.0.1 (Strategy) : A strategy is a $n$-vector function $L: \mathbb{R}^{+} \times \mathbb{Z} \cap (-m, m] \to \mathbb{Z}^{n}$ of the form $L_{t}(\hat{Y}_{t})$, where $t$ denotes the time that the trade is placed. Based on the predicted value of $\hat{Y}_{t}$, the strategy quotes on either the bid and ask at one or more price levels.
Definition 4.0.2 (Market Making Strategy) : A market making strategy is the pair $L_{t} = (L^{a}_{t}, L^{b}_{t})$ representing the quoting of a bid and ask at time $t$.
Can you tell me which Market Making Strategy (MMS) he is referring to? Otherwise, what would be a good MMS in relation to the previous definitions? Any article?