| Document Date: 2011-04-05 12:18:22
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City San Jose / / Company Qt / Microsoft / Apple / / Country United States / / Currency pence / USD / / / Event Reorganization / Bankruptcy / / IndustryTerm finance literature / market making algorithms / trading algorithm / electronic trading systems / online process / market maker / natural market making algorithm / market making algorithm / oil / online decision process / oil futures markets / market-making algorithm / / MusicGroup Energy / / Organization University of Pennsylvania University / / Person Yuriy Nevmyvaka / / Position specialist for that stock / Economics General / trader / dealer / individual trader / / Product Theorem 2.1 / / ProvinceOrState Pennsylvania / California / / PublishedMedium Journal of Finance / Review of Financial Studies / The Journal of Finance / Journal of Financial Economics / Physical Review / Economics Letters / / Technology trading algorithms / same market making algorithm / trading algorithm / natural market making algorithm / market-making algorithm / market making algorithm / market making algorithms / /
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Market Making and Mean Reversion Tanmoy Chakraborty Michael Kearns University of Pennsylvania