Несколько полезных подборок о маркет мейкерах и их инфраструктуре. Брошуры на английском.
Market Making and Mean Reversion
High Frequency Market Making — Rene Carmona And Kevin Webster
High Frequency Trading: Price Dynamics Models and Market Making Strategies — Cheng Lu
Automated Market Making: Theory and Practice — Abraham Othman
Adaptive Strategies for High Frequency Trading — Erik Anderson and Paul Merolla and Alexis Pribula
Adaptive Market Making via Online Learning
Two Stock Trading Agents Market Making and Technical Analysis
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