Interesting Article about Market Making... A little outdated though. http://www.google.com/url?sa=t&source=web&ct=res&cd=5&ved=0CDUQFjAE&url=http%3A%2F%2Fciteseerx.ist.psu.edu%2Fviewdoc%2Fdownload%3Fdoi%3D10.1.1.124.6042%26rep%3Drep1%26type%3Dpdf&ei=O4LjS-69H6HcMYCaiaQD&usg=AFQjCNE827ra7Bfu9rV3vMUEnDCdpvantw&sig2=xBfuENrXH8dt95ty9qfseQ