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Market impact estimation

The market impact is the influence of the pressure exerted by the flow of metaorders on price dynamics. Metaorders are large orders issued in general by asset managers or investment banks; they are ...
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Interview Market Making Strategy

You should have forced them to agree to a settlement mechanism ie at the end of the interview, the answer is calculated (getting 25) and all trades settled. Then you made a lot of money. If they are ...
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Interview Market Making Strategy

Indeed, this is a rather amusing maintenance question. In fact, in the context of this question, the market-maker is in a monopoly situation. This implies that as a market-maker, you have infinite ...
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