A Novel Market Making Strategy for Stock Baskets and Optimized Execution During the Closing Auction: Application in the Italian Equity Market
Eleonora Salvi
Supervisor TU Delft: Fang Fang
Supervisor Sella Financial Markets: Matteo Rolle
start of the project: February 2025
The Master project has been finished in October 2025
by the completion of the
Masters Thesis (embargo until October 2026)
and a final
presentation
has been given.
For working address etc. we refer to our
alumnipage.
Summary of the master project:
Description
Contact information:
Kees
Vuik
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