Monday, July 11, 2011

Market making automation with game theory

We have seen in Adaptive Strategies for High Frequency Trading a a very basic sample market making strategy along with some forecasting techniques. Here's an interesting presentation where Algorithmic Game Theory is applied to numerically optimize (maximizing minimum profit while minimizing cost) Market Making strategies.

1 Reflections:

Website Guru said...

I appreciate those people who are using automate tools on their web marketing strategy. Reading some blogs like this are really useful, it gives much of information you need just like some marketing strategy. And I think everyone will agree on it.