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Optimal High-Frequency Market Making
stanford.edu2.1 Pricing We use the optimal market making model developed byAvellaneda and Stoikov(2008) as our ... Cancel the outstanding order Quote new bid and ask prices else Wait end else if 2 orders in the book then ... 3.2 Order Execution
1. CALL TO ORDER 2. INTRODUCTIONS AND WELCOME …
thetransitcoalition.usMaglev as a potential source for goods movement, initially for 20,000-pound containers, but ultimately for 40,000-pound containers depending on guideway characteristics. Secondly, Mr. Kornreich was happy to hear that China is considering low-speed Maglev.