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  • Implementing Hanson's Market Maker

    ...eful.) Hanson’s twopapers on the subject are excelle...Proebsting at Microsoft Research for Microsoft’s inte...ines” in Hanson’s papers. But I haven’t seen th...port on soon [update: see our paper "A utility framework for...

    1978 days ago

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  • Patience and Finance

    This is a research paper from the bank of England a little long to read but offers some very interesting insights between the patience and the impatience. I was first interested in the explanationabout the HFT strategies but the paper has some very deep insight about the market structure. It is ...

    Tags: research paper

    2958 days ago