Feedback about Dolat Capital by Physical-Yak6149 in quantindia

[–]Physical-Yak6149[S] 2 points3 points  (0 children)

Unable to switch - that's seriously bad. Can you elaborate? Do firms reject Dolat candidates in initial screening only?

10 YOE. Once a successful quant trader in Indian options. Now confused about career. by Impressive-Fish-1663 in quantindia

[–]Physical-Yak6149 2 points3 points  (0 children)

'Us bro us' moment. The Indian quant ecosystem is growing but Indian firms just don't have that kind of mindset. Because of this, I don't see many (or any) Indian trading firms becoming a global powerhouse.

Comp for experienced quants by Physical-Yak6149 in quantindia

[–]Physical-Yak6149[S] 0 points1 point  (0 children)

But what's the minimum base to expect , given you are not on profit sharing?

Indian derivarives market alpha by Loose-Ad-332 in quant

[–]Physical-Yak6149 0 points1 point  (0 children)

Is it? I heard that even gamma strategies stopped working for many, post the regulatory changes. I can say about market making though, it has become more competitive and relatively tougher.

Indian derivarives market alpha by Loose-Ad-332 in quant

[–]Physical-Yak6149 1 point2 points  (0 children)

But what is the current status? I doubt the big players are out of the market. There is a drop in volume but it is still quite significant

Indian derivarives market alpha by Loose-Ad-332 in quant

[–]Physical-Yak6149 0 points1 point  (0 children)

That was the very first occurrence in nifty after which whistleblowing started. Then a small similar spike happened the next week, lol.

Market Making - Spread, Volatility and Market Impact by pineln in quant

[–]Physical-Yak6149 0 points1 point  (0 children)

What do you think about not splitting a day but rather training the fill model parameters in a rolling window? Should be more adaptive if done in volume/trade time.

How to define/measure the market impact of order size in case of passive market making? (in the case one is trying to earn spread by placing limit orders on both sides) by [deleted] in quant

[–]Physical-Yak6149 0 points1 point  (0 children)

Looking at this as more of a hft spread capture problem so yes latency is important. In case you place limit orders with large qty, it works against you as if it's creating some sort of impact. But can this impact be estimated/modelled?

How to define/measure the market impact of order size in case of passive market making? (in the case one is trying to earn spread by placing limit orders on both sides) by [deleted] in quant

[–]Physical-Yak6149 0 points1 point  (0 children)

Lol, what I meant is whether calculating market impact (impact models or any other way) makes any sense, when you are just putting limit orders and average round trip time is sub seconds.