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SIGECOM
2011
ACM
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ECommerce
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SIGECOM 2011
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Market making and mean reversion
13 years 2 months ago
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www.cis.upenn.edu
Market making refers broadly to trading strategies that seek to profit by providing liquidity to other traders, while avoiding accumulating a large net position in a stock. In th...
Tanmoy Chakraborty, Michael Kearns
claim paper
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