I am conducting some research on Electronic Market Making through posting Limit Orders. I need some a tutor who can go into advanced detail of a Market Maker Model that maximises terminal wealth by trading in and out of positions using the Limit Order Book. The successful will also be able to provide real-life examples.
I have read parts of the book: Algorithmic and High Frequency Trading by Alvaro Cartea, Sebastian Jaimungal, and Jose Penalva - So if you are familiar with this piece of literature that would probably smooth the tutelage process.
5 freelance font une offre moyenne de €225 pour ce travail
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