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Quantitative Finance · शब्दावली

Drift-adjusted quoting क्या है?

Definition 4.6 Market Making and High-Frequency Trading · अध्याय 4 — Extensions of the Inventory Framework

Drift-adjusted quoting solves the market maker’s control problem with the forecast drift μ\mu of the mid inside it, so that the forecast shifts the quotes through the value of holding inventory rather than being added to them as a separate skew.

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