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Kyle / Glosten-Milgrom: how informed traders force market makers to widen spreads

Bid-ask spreads aren't fees. They are the price a market maker charges to insure against trading with someone smarter than them. Kyle (1985) and Glosten-Milgrom (1985) derive the exact width.

Method · Kyle Glosten Milgrom
Intro

Why do bid-ask spreads exist even when there is no execution cost? The answer, formalised by Albert Kyle and Lawrence Glosten-Paul Milgrom in back-to-back 1985 papers, is adverse selection. Some traders arrive with private information about the true asset value; others are noise traders with no informational edge. Because the market maker cannot tell them apart, every incoming buy shifts her belief upward and every sell shifts it downward. The zero-expected-profit condition then pins the spread to exactly the width that compensates her for losses on informed fills. This tutorial walks through the Glosten-Milgrom Bayesian update on a discrete trade, then connects it to Kyle's continuous-quantity formulation.

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