MACROSCOPIC MARKET MAKING GAMES

By IVAN GUO, SHIJIA JIN, KIHUN NAM

Published 2024-06-09

Everscope rating

1487.2

Relevance to quantitative trading

8 / 10

Implementation complexity

9 / 10

Reproducibility

3 / 5

About this paper

Methodology: Stochastic Differential Game Theory. Problem types: Market Making, Stochastic Game Theory.

arXiv:2406.05662 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.