Kwant Atlas

Explorer

Tag: bid-ask-spread

3 items with this tag.

  • Sep 12, 2026

    6.4.1 Adverse Selection from Zero

    • pillar-market-making
    • adverse-selection
    • intuition
    • bid-ask-spread
  • Sep 12, 2026

    6.4.3 The Glosten–Milgrom Sequential-Trade Model

    • pillar-market-making
    • glosten-milgrom
    • bayesian-updating
    • market-maker
    • bid-ask-spread
  • Sep 12, 2026

    6.5 Spread Decomposition & the Roll Model

    • pillar-market-making
    • spread-decomposition-and-roll-model
    • roll-model
    • bid-ask-spread
    • market-microstructure
    • index-hub

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