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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
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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
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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
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
•
crypt0grapher
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