HFT Architecture·8h agoCan a Price Forecast Save a Losing Strategy? We Tested It on 12 Days of Bitcoin TradingThe short version, for the impatient. Everyone has heard that market makers always make money: rest a buy order a little below the price…
The Third Moment·3d agoHow an ETF Market Maker Keeps a Fund’s Price Close to Its ValueWe build a small ETF market maker in Python and watch creation and redemption keep the fund’s price close to the value of its holdings.
The Third Moment·4d agoHow an Options Market Maker Makes (and Loses) MoneyWe build a small options market maker in Python and follow every dollar it makes and loses over 40 simulated weeks of trading.
Rakesh Sharma·4d agoThe New Market MakersHow is the AI market changing? Is a new playing field emerging? It looks like there is more to it than meets the eye. On one side, we are…
