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Author

Davide Maran

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Preprint Oct 2026

No-Regret Revenue Maximization in Sequential Market Making Under Inventory Constraints

Market makers keep trading efficient by setting bid and ask prices for buyers and sellers. In sequential market making, trades happen independently based on price thresholds, requiring the market maker to maintain balanced, low-risk inventory over T rounds. This paper studies how to maximize revenue with unknown buyer...

Davide Maran, Marcello Restelli, F. Stradi · 0 citations

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