Macro Avellaneda & Sasha Stoikov April 24, 2006
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Researched HFT strategies about submitting bid and ask quotes in a limit order book for inventory management of market makers and simulated
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Paper and summarized tex file uploaded as HFT_in_a_limit_order_book.tex and pdf file.
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In HFT_in_a_limit_order_book.tex, derivation of the stochastic differential form presented in the paper has been summarized in a file.
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