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May
20
comment Algorithm for the choice of stocks for a equity scalper/market maker to engage in?
chris: Yes, I upvoted answers that I felt demonstrated real world hft/quant experience, and most of your answers certainly do. Sorry didn't know that multi-upvoting was discouraged. Won't do that again.
May
19
comment Algorithm for the choice of stocks for a equity scalper/market maker to engage in?
Why? Please elaborate :-)
May
19
comment Algorithm for the choice of stocks for a equity scalper/market maker to engage in?
chris: Yes, "shares" should have been "stocks". Thanks for notifying I've now s/share/stock/g. English is not my native language :-)
May
19
revised Algorithm for the choice of stocks for a equity scalper/market maker to engage in?
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May
19
asked Algorithm for the choice of stocks for a equity scalper/market maker to engage in?
May
19
comment How are dual class shares different from non dual class shares from a market makers' perspective?
Maybe I'm missing something but you write "would be more interested in making a market with the higher volatility Bar shares". Doesn't the inventory risk of the market maker increase with volatility. That is, doesn't a rational prefer (ceteris paribus) to make a market in a low volatility asset?
May
13
asked How are dual class shares different from non dual class shares from a market makers' perspective?
May
12
asked Setting the r in put-call parity?
May
12
revised What are important model and assumption-free no-arbitrage conditions in options trading?
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May
12
asked What are important model and assumption-free no-arbitrage conditions in options trading?
May
10
awarded  Editor
May
10
revised What are some useful approximations to the Black-Scholes formula?
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May
10
awarded  Student
May
10
asked What are some useful approximations to the Black-Scholes formula?
Mar
4
awarded  Supporter