The Privacy Subsidy in Market Microstructure

By Yuki Nakamura

Published 2026-09-11

Everscope rating

1683.8

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Analytical Game-Theoretic Modeling with Closed-Form Solutions. Problem types: Market Making, Optimization, Risk Management, Causal Inference.

arXiv:2609.10543 · Paper rankings

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