---
title: Automated Market Making Small Stocks
url: https://www.ml-quant.com/papers/ssrn/5147234/
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 5147234
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5147234
featured: 2025-03-05
citations: unknown
topic: Trading, Microstructure & Execution
---


# Automated Market Making Small Stocks

The authors suggest a modified version of the Constant Product Market Maker (CPMM) to improve liquidity and maintain competitive transaction costs in trading of SME stocks.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5147234
- Identifier: SSRN 5147234
- Released: 2025-02-21
- First featured: Quant Letter No. 87 (2025-03-05): https://www.ml-quant.com/issues/2025-03-05/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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