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wildbunny
  • Member for 9 years, 9 months
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3 votes
2 answers
5k views

Calculating true value of a stock given the order-book and recent trades

2 votes
0 answers
138 views

Optimal stochastic control for geometric brownian motion with numerical solution?

2 votes
1 answer
182 views

Achieving an even distribution of orders in the queue

2 votes
1 answer
234 views

What is the reasoning behind 'terminal time' in market making literature?

2 votes
0 answers
120 views

Mean directional accuracy and zero

1 vote
0 answers
124 views

Optimal control for pairs trading?

1 vote
0 answers
300 views

Market making in one tick markets?

1 vote
2 answers
557 views

Predicting microstructure momentum in market making

1 vote
0 answers
80 views

Brownian motion from price-series, what is the time step?

1 vote
1 answer
361 views

Market making: Predicting when to submit a bid at the ask

0 votes
0 answers
133 views

Trade sizing with market making and the volume of uninformed trades

0 votes
1 answer
96 views

Does adverse-selection have a time-frame associated with it?

-1 votes
1 answer
1k views

Target daily ROI for a market-making algorithm