We are building a new system where latency is key. Either commercial or opensource, our goal is to have an easy to implement fix engine where low latency is key.
I am quite new to the field of market making and was asking myself the following question: Suppose I have 2 clients: lets call them client 1 and 2. I'm market maker. Client 1 buys 100 shares from ...
I'm designing a market-making algorithm, I was wondering what a decent ROI / day would be to aim for in such a system?