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Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
High-Frequency Market Making and Liquidity Provision: Order Book Dynamics, Adverse Selection, Inventory Management, and Microstructure Trading in Elec

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

Paperback

Investing & Finance

ISBN13: 9798199651752
Publisher: Independently Published
Published: Jun 2 2026
Pages: 390
Weight: 1.03
Height: 0.97 Width: 6.00 Depth: 9.00
Language: English
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.

Also from

Schwartz, Alice

Also in

Investing & Finance