In this paper, Bastien Baldacci, Joffrey Derchu and Iuliia Manziuk show that a simple analytical approximation of the solution of the market-maker’s problem provides significantly greater flexibility ...
Proprietary market making algorithm intended to support liquidity and more orderly trading through improved quote qualityGuelph, Ontario--(Newsfile Corp. - April 1, 2026) - Zentek Ltd. (TSXV: ZEN) ...
Most of the advances in the lucrative field of market-making happen behind closed doors. Almost no information about the algorithms that underpin the business exists in the public domain or financial ...
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