Subscribe
Sign in
Share this post
Trading the Breaking
[WITH CODE] Market Making: Avellaneda–Stoikov model
Copy link
Facebook
Email
Notes
More
Alpha Lab
[WITH CODE] Market Making: Avellaneda–Stoikov…
𝚀𝚞𝚊𝚗𝚝 𝙱𝚎𝚌𝚔𝚖𝚊𝚗
May 6
8
Share this post
Trading the Breaking
[WITH CODE] Market Making: Avellaneda–Stoikov model
Copy link
Facebook
Email
Notes
More
1
Can you manage inventory—or is it managing you? Optimizing every microsecond of exposure
Read →
Comments
Share
Copy link
Facebook
Email
Notes
More
This site requires JavaScript to run correctly. Please
turn on JavaScript
or unblock scripts
Share this post
[WITH CODE] Market Making: Avellaneda–Stoikov…
Share this post
Can you manage inventory—or is it managing you? Optimizing every microsecond of exposure