I'm interested in gaining a better understanding of order cancellation techniques in high-frequency market making. What are the different approaches to order cancellation that are commonly used in HFT market making, and how do they impact trading performance? Are there any best practices or industry-standard techniques for order cancellation in this context?

I'd also like to know more about how order cancellation strategies can be used to improve market making performance. Additionally, I'm curious about how to optimize order cancellation strategies for specific market conditions and trading goals.

Any resources, papers, or examples that you can provide to help me deepen my understanding of this topic would be greatly appreciated. Thank you in advance for your help!



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