Tag: multi-asset

Sep 12, 2026

• pillar-portfolio-optimization
• kelly-criterion
• bet-sizing
• multi-asset
• tangency-portfolio
• estimation

Sep 12, 2026

• pillar-market-making
• avellaneda-stoikov-and-optimal-quoting
• inventory-limits
• adverse-selection
• multi-asset
• closed-form-asymptotics

Sep 12, 2026

• pillar-market-making
• inventory-management-and-quote-skewing
• optimal-liquidation
• adverse-selection
• multi-asset
• almgren-chriss