Archive - Zero Lag Club

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 •

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 •

Lecture 3: The Anatomy of Price Discovery

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

Jul 3

June 2025

Lecture 2: Liquidity Measures

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

Jun 29

Lecture 1: Spread

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

Jun 26 •

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