Synthesizing Market Data with Autoregressive Flow Matching
186
Jane Street researchers used flow-matching diffusion and 'atom smoothing' to create a generative model capable of synthesizing complex, discrete-continuous market data streams.
Market Microstructure
The study of how the specific mechanisms and rules of a market affect trading behavior, liquidity, and price discovery.
Reading List
The 1% of Prediction Markets: How Liquidity Providers Dominate Polymarket
169
Profit on Polymarket is dominated by a tiny elite who succeed through liquidity provision rather than insider information.