Research desk

Eren Ege Çelik

Papers

01 / Research

Market microstructure · Archived draft

What maker value remains from BTC price information after order activation, queue access and inventory are included?

Working draft v0.3 - feedback welcome · ~33 min

02 / Selected studies

01 / Trading and research

Live trading in daily-maximum temperature markets, with observation pipelines, models and execution engineering.

02 / Research study

Brownian-probit pricing, order-book response and inventory-aware maker decisions.

Select a method to explore the connection between studies.

No published notes yet.