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Method tier
Kyle / Glosten-Milgrom: how informed traders force market makers to widen spreads
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De-vig & Overround
Skellam Distribution (difference of Poissons)
Avellaneda-Stoikov Market Making
Almgren-Chriss Optimal Execution
Markout & Spread Decomposition
Lead-Lag & Price Discovery (Hasbrouck)
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