hft-mm

Dissecting papers on high-frequency market making

Name		Name	Last commit message	Last commit date
Latest commit History 10 Commits
README.md		README.md
avellaneda-stoikov.md		avellaneda-stoikov.md
avellaneda-stoikov.pdf		avellaneda-stoikov.pdf
inventory-risk.md		inventory-risk.md
inventory-risk.pdf		inventory-risk.pdf
micro-price.md		micro-price.md
micro-price.pdf		micro-price.pdf
optimal-mm.md		optimal-mm.md
optimal-mm.pdf		optimal-mm.pdf

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