Adaptive Curves for Optimally Efficient Market Making

By Viraj Nadkarni, Sanjeev Kulkarni, Pramod Viswanath

Published 2024-06-19

Everscope rating

1496

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Adaptive Kalman Filtering. Problem types: Market Making, Time Series Forecasting, Optimization.

arXiv:2406.13794 · Paper rankings

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