A mean-field game of market-making against strategic traders
“The market-maker chooses her quotes based on the average market-takers' behaviour, modelled through a mean-field interaction.”
StrategyMarket making
TechniqueMathematical derivation
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
Institutional-grade audit of this strategy.
£5 — Request the audit- Audit of the paper claims accounting for costs, luck, crises, originality, geography, etc.
- Reproduction code integratable into Bloomberg, IBKR, etc.
- Bias-free datasets for backtesting included
- Delivered in 2 working days
The paper's neighbourhoodMarket making by year
The family is counted across the whole universe. Asset, method and authors are counted inside the family.
| Similar papers | citation | same method | same asset | same authors | |
|---|---|---|---|---|---|
| Option Pricing on Automated Market Maker Tokens by Maymin | 2026 | ||||
| A closed-form solution for optimal mean-reverting trading strategies by Lipton and de Prado | 2020 | ||||
| Chapter 3: AI in Trading & Market Making by Gandhi | 2026 | ||||
| Deep Reputation Scoring in DeFi: zScore-Based Wallet Ranking from Liquidity and Trading Signals by Kandaswamy et al. | 2025 | ||||
| Implicit Numerical Scheme for the Hamilton-Jacobi-Bellman Quasi-Variational Inequality in the Optimal Market-Making Problem with Alpha Signal by Meteykin | 2025 |