Your Tools Got Powerful. Get Boring. Subscribe now The bored trader beats the machine On one side of the trade sits a market-making engine that represents the genuine state of the art: Hawkes processes modelling order arrivals, Kyle’s lambda pricing the impact of each fill, Avellaneda-Stoikov i...
Source: [Dev.to](https://dev.to/harryfloyd/your-tools-got-powerful-get-boring-48jn)