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By Jason Voss, CFA Original Post In: Leadership, Management & Communication Skills I am frequently asked, “What can I do to improve…
Thank you for this post. I’m constantly finding ways to improve my market making and have been learning about Stoikov’s market making model lately. I’m more of a hobbyist developer but have been researching mean reversion strategies in market making with Bollinger bands and the order size exponentially increases the further the mid deviates from the mean.