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I have a rather broad question. Not sure how to best put it. Does anyone have any papers/resources on how to improve the execution model of any strategy? Would it be different if strategy under question is a market making strategy vs a market taking strategy?

EDIT: What are some of the ways one can improve execution model of a market making strategy? I understand a lot of the research is prop, but is it possible to share some pointer?

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  • $\begingroup$ I don't have any specific papers that come to mind, but I know that there has been quite a bit of research into viewing optimal trade execution as a stochastic control problem. $\endgroup$ Apr 20 at 16:51
  • $\begingroup$ I'd say it's nearly impossible to decouple execution technique from a MM strategy - maybe consider reformulating the question? $\endgroup$
    – LazyCat
    Apr 20 at 16:54

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