🏠
Guest Not signed in
‹ All topics

Market Making & Microstructure

Adverse selection, order flow, self-excitation.

0 / 2 levels
0%
⚡ Practice this topic — drill the question bank
Learning path
Hawkes processes: when past events trigger future ones
untried
recommend Poisson approximation: rare events made mental +2 more first
Kyle / Glosten-Milgrom: how informed traders force market makers to widen spreads
untried
recommend Bayes' rule: inverting the conditioning +4 more first