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wildbunny
  • Member for 11 years, 2 months
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4 votes
2 answers
6k views

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

2 votes
1 answer
311 views

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

2 votes
2 answers
656 views

Market making in one tick markets?

2 votes
0 answers
174 views

Optimal stochastic control for geometric brownian motion with numerical solution?

2 votes
2 answers
238 views

Achieving an even distribution of orders in the queue

2 votes
0 answers
139 views

Mean directional accuracy and zero

1 vote
0 answers
169 views

Optimal control for pairs trading?

1 vote
2 answers
729 views

Predicting microstructure momentum in market making

1 vote
0 answers
104 views

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

1 vote
1 answer
407 views

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

0 votes
0 answers
155 views

Trade sizing with market making and the volume of uninformed trades

0 votes
1 answer
124 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