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

by James Preston

Quantitative Finance Algorithmic Trading Financial Markets Microstructure

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ASIN B0H3SPRZLC Views 1 Publisher Independently published Year 2026 Format Paperback Product Group Book Pages 389 Adult No Created October 27, 2026 Updated October 27, 2026

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I will be using this book for:

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

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I will be using this book for: