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{ "item_title" : "High-Frequency Market Making and Liquidity Provision", "item_author" : [" Alice Schwartz", "James Preston "], "item_description" : "Reactive PublishingHigh-Frequency Market Making and Liquidity Provision provides a detailed technical examination of the core mechanisms that underpin modern electronic trading.This book explores the complex interactions between order book dynamics, adverse selection, and inventory management in high-frequency trading environments. It examines how market makers operate in fast-paced electronic markets, the mathematical and operational challenges they face, and the microstructure principles that govern liquidity provision.Key topics include: Order book dynamics and price formation processesAdverse selection risk and mitigation techniquesInventory management models and control strategiesMicrostructure trading in electronic marketsLiquidity provision frameworks and execution mechanicsWritten for quantitative traders, market microstructure researchers, and finance professionals, this work presents a structured analysis of the operational and theoretical elements involved in high-frequency market making. The content focuses on the systems, models, and dynamics that shape contemporary electronic trading venues.Note: This book is intended for readers with a strong background in quantitative finance, programming, and market microstructure. It emphasizes technical concepts and analytical frameworks rather than trading advice.", "item_img_path" : "https://covers1.booksamillion.com/covers/bam/9/79/819/965/9798199651752_b.jpg", "price_data" : { "retail_price" : "39.99", "online_price" : "39.99", "our_price" : "39.99", "club_price" : "39.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
High-Frequency Market Making and Liquidity Provision|Alice Schwartz

High-Frequency Market Making and Liquidity Provision : Order Book Dynamics, Adverse Selection, Inventory Management, and Microstructure Trading in Elec

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Overview

Reactive Publishing

High-Frequency Market Making and Liquidity Provision provides a detailed technical examination of the core mechanisms that underpin modern electronic trading.

This book explores the complex interactions between order book dynamics, adverse selection, and inventory management in high-frequency trading environments. It examines how market makers operate in fast-paced electronic markets, the mathematical and operational challenges they face, and the microstructure principles that govern liquidity provision.

Key topics include:

  • Order book dynamics and price formation processes
  • Adverse selection risk and mitigation techniques
  • Inventory management models and control strategies
  • Microstructure trading in electronic markets
  • Liquidity provision frameworks and execution mechanics

Written for quantitative traders, market microstructure researchers, and finance professionals, this work presents a structured analysis of the operational and theoretical elements involved in high-frequency market making. The content focuses on the systems, models, and dynamics that shape contemporary electronic trading venues.

Note: This book is intended for readers with a strong background in quantitative finance, programming, and market microstructure. It emphasizes technical concepts and analytical frameworks rather than trading advice.

This item is Non-Returnable

Details

  • ISBN-13: 9798199651752
  • ISBN-10: 9798199651752
  • Publisher: Independently Published
  • Publish Date: June 2026
  • Dimensions: 9 x 6 x 0.97 inches
  • Shipping Weight: 1.03 pounds
  • Page Count: 390

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