Market making
16 papers on market making as a systematic trading strategy. Liquidity provision, quoting and inventory strategies.
Also searched as: market-making strategies, liquidity provision, inventory risk, optimal quoting
Papers162006–2026
Share of the family100 %16 of 16
Asset
Method
Papers by yearMarket making
Related familiespapers shared with this family
| Most cited in each asset | cited by | asset | |
|---|---|---|---|
| What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk? by Fan et al.Volatility and options | 11 | Volatility and options | 2013 |
| A closed-form solution for optimal mean-reverting trading strategies by Lipton and de PradoAsset not named | 10 | Asset not named | 2020 |
| Crowded Spaces and Anomalies by Lazo-Paz et al.Equities | 1 | Equities | 2023 |
| Latest additions | asset | |
|---|---|---|
| Chapter 3: AI in Trading & Market Making by GandhiAsset not named | Asset not named | 2026 |
| Option Pricing on Automated Market Maker Tokens by MayminVolatility and options | Volatility and options | 2026 |
| Deep Reputation Scoring in DeFi: zScore-Based Wallet Ranking from Liquidity and Trading Signals by Kandaswamy et al.Crypto | Crypto | 2025 |
| Implicit Numerical Scheme for the Hamilton-Jacobi-Bellman Quasi-Variational Inequality in the Optimal Market-Making Problem with Alpha Signal by MeteykinAsset not named | Asset not named | 2025 |
| Quantum and Classical Machine Learning in Decentralized Finance: Comparative Evidence from Multi-Asset Backtesting of Automated Market Makers by Chen and TsaiCrypto | Crypto | 2025 |
Market making in volatility and options
4 papers| cited by | method | ||
|---|---|---|---|
| Option Pricing on Automated Market Maker Tokens by Maymin | 0 | Mathematical derivation | 2026 |
| What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk? by Fan et al. | 11 | Classical time series | 2013 |
| Limits to Market Making and the Skewness Risk Premium in Options Markets by Ruf | 1 | 2012 | |
| Limits to Market Making, Liquidation Risk and the Skewness Risk Premium in Options Markets by Ruf | 4 | 2012 |
Market making in crypto
3 papersMarket making in equities
3 papers| cited by | method | ||
|---|---|---|---|
| Crowded Spaces and Anomalies by Lazo-Paz et al. | 1 | 2023 | |
| Mathematical Problems in Algorithmic Trading and Financial Regulation by Wang | 1 | 2020 | |
| Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays by Garofalo and Sansone | 0 | 2006 |
Market making, no asset class named
6 papers| cited by | method | ||
|---|---|---|---|
| Chapter 3: AI in Trading & Market Making by Gandhi | 0 | 2026 | |
| Implicit Numerical Scheme for the Hamilton-Jacobi-Bellman Quasi-Variational Inequality in the Optimal Market-Making Problem with Alpha Signal by Meteykin | 0 | 2025 | |
| Robust Market Making: To Quote, or not To Quote by Wang et al. | 2025 | ||
| A mean-field game of market-making against strategic traders by Baldacci et al. | 1 | Mathematical derivation | 2022 |
| A closed-form solution for optimal mean-reverting trading strategies by Lipton and de Prado | 10 | Mathematical derivation | 2020 |
| Technical Trading and Strategic Liquidity Provision by Xia and Guo | 1 | 2012 |
Papers on market making from other families
1 paper| filed under | ||
|---|---|---|
| Volatility in Prediction Markets: A Structural Approach by Xi et al. | Prediction markets | 2026 |