Archive - Zero Lag Club

Lecture 6: The Grossman-Miller Market Maker: A Pragmatic Treatise on Liquidity Provision

A practical series for the discerning retail trader and the quantitative alchemist on Market Microstructure

Dec 16, 2025 • crypt0grapher

August 2025

Lecture 5: Solving the Glosten-Milgrom Market Making Model

A practical series for the discerning retail trader and the quantitative alchemist on Market Microstructure

Aug 6, 2025 • crypt0grapher

July 2025

Lecture 4: The Glosten–Milgrom Market Maker

A practical series for the discerning retail trader and the quantitative alchemist on Market Microstructure

Jul 13, 2025 • crypt0grapher

Lecture 3: The Anatomy of Price Discovery

A practical series for the discerning retail trader and the quantitative alchemist on Market Microstructure

Jul 3, 2025

June 2025

Lecture 2: Liquidity Measures

A practical series for the discerning retail trader and the quantitative alchemist on Market Microstructure

Jun 29, 2025

Lecture 1: Spread

A practical series for the discerning retail trader and the quantitative alchemist on Market Microstructure

Jun 26, 2025 • crypt0grapher

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