A Limit Order Market with Uncertain Informed Trading Participation

By Umut Çetin, Mingwei Lin

Published 2026-07-05

Everscope rating

1906

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Equilibrium Analysis with Fixed Point Theory and Regular Variation. Problem types: Market Making, Algorithmic Execution, Optimization, Equilibrium Analysis.

arXiv:2607.04221 · Paper rankings

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