---
title: Crypto Market Making
url: https://www.ml-quant.com/papers/ssrn/5066176/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5066176
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5066176
featured: 2025-01-01
citations: unknown
topic: Crypto & DeFi
---


# Crypto Market Making

The paper introduces automated market-making algorithms for cryptocurrency perpetual contracts, showing the Bar Portion alpha signal's superiority over a baseline MACD signal in live trading.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5066176
- Identifier: SSRN 5066176
- Released: 2024-12-20
- First featured: Quant Letter No. 80 (2025-01-01): https://www.ml-quant.com/issues/2025-01-01/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Crypto & DeFi

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