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Barzykin and Guéant – 28/03/23

Quantcast – a Risk.net Cutting Edge podcast

CHAPTER

The Future of Market Making

I'd like to ask you what's next. The natural question is, will this become a trilogy? Are you working on a further extension? If so, what aspects are you working on? Yeah, we certainly hope so. We have mentioned dynamic adjustment of state variables. And integration of OTC and LOB market making is another interesting topic. Probably Olivier could add your point of view. Great talking to you. Thanks very much for taking the time.

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