Here are the notes for financial economics lecture 6. Here is a link to some econophysics information and a cool site you might like is here. The slides for the talk are below (there are some typos there, I'll fix 'em later on), and here's a recording of the lecture.
A student asked for another numerical example of the spread drift calculation. Say there's a stock spread of 10 to 16, trading in lots of 120 5 times a day over 250 days, and let the drift always be 1/3 of the spread. Then you calculate the profit from the market maker for this asset as ((5*250)/2)*(6-2)*120.