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We introduce a new market making algorithm, the Signal-adaptive (SA) strategy, that takes into account the empirical recurrences of the historical intra-day price series of IPOs and the current risk properties addressed by the market maker. Empirical analysis on IPO high-frequency data allows to compare the performance of the SA strategy with two state-of-art competing strategies, suggesting that the SA strategy could be suitable for the price support activity of the IPO in the first days of its issuance.

Market making with inventory control and order book information