Несколько полезных подборок о маркет мейкерах и их инфраструктуре. Брошуры на английском. Market Making and Mean Reversion High Frequency Market Making — Rene Carmona And Kevin Webster High Frequency Trading: Price Dynamics Models and Market Making Strategies — Cheng Lu Automated Market Making: Theory and Practice — Abraham Othman Adaptive Strategies for High Frequency Trading — Erik Anderson and Paul Merolla and Alexis Pribula Adaptive Market Making via Online Learning Two Stock Trading Agents Market Making and Technical Analysis По материалам |