ENTITY
Avellaneda--Stoikov
Avellaneda--Stoikov
PulseAugur coverage of Avellaneda--Stoikov — every cluster mentioning Avellaneda--Stoikov across labs, papers, and developer communities, ranked by signal.
Total · 30d
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2 over 90d
Releases · 30d
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0 over 90d
Papers · 30d
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2 over 90d
TIER MIX · 90D
TOPICS
SENTIMENT · 30D
1 day(s) with sentiment data
RECENT · PAGE 1/1 · 2 TOTAL
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New framework optimizes market making for perpetual futures
A new theoretical framework for optimal market making in perpetual futures markets has been developed, focusing on high-yield liquidity provision with zero maker fees. The research models this as a stochastic optimal co…
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New architecture adapts market-making to changing dynamics
Researchers have developed an adaptive market-making architecture that builds upon the Avellaneda-Stoikov framework. This new system enhances adaptability to changing market conditions and trading goals by separating ma…