acomparison of dierent automated market maker strategies janyl jumadinova prithviraj dasgupta computer science department university of nebraska omaha ne 68182 usa e mail jjumadinova pdasgupta mail unomaha edu abstract financial ...
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...Acomparison of dierent automated market maker strategies janyl jumadinova prithviraj dasgupta computer science department university nebraska omaha ne usa e mail jjumadinova pdasgupta unomaha edu abstract financial markets such as stock exchanges and electronic prediction frequently use the services an entity called to ensure that s traders can make their trans actions recently several be used by makers control trading prices have been proposed various researchers adetailed comparison these using real trad ing data extracted from nancial is essential understanding therelative merits requirements strate gies we address this aspect empirically comparing with obtained nasdaq our results show a reinforcement learning based strategy performs well in maintaining low spread obtaining high utilities whereas other only succeed either or outperforming others keywords simulation introduction over past few years rapid growth success techniques for commerce resulted wide adoption domains beyond tra...