Non cooperative Liquidity Games and their application to bond market trading

By Alicia Vidler, Toby Walsh

Rating

1484
Battle Count: 68

Relevance

7/10
Provides insights into strategic behavior of market makers in bond markets, relevant for developing trading strategies

Implementation Complexity

6/10
Requires understanding of game theory and financial markets, but conceptually straightforward

Reproducibility

3/5
Theoretical framework provided, but no empirical data or code

About this paper

Methodology: Game Theory Analysis. Problem types: Game Theory, Market Making, Strategic Decision Making.

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