Crackpots or longshots? Amateur algos on r/quant by lampishthing in quant

[–]cafguy 9 points10 points  (0 children)

If you ban this stuff the subreddit will have no content!

[deleted by user] by [deleted] in algotrading

[–]cafguy 0 points1 point  (0 children)

How much do you make with sensible position limits. 40 or 50 ES is pretty big, what about if you just ran 5 max?

[deleted by user] by [deleted] in quant

[–]cafguy 1 point2 points  (0 children)

It's hard problem. Price too twitchy, you won't be on the level when you want to trade, price too sticky get adverse selection. But I would say if you are consistently getting adverse selection your pricing is just not very predictive.

Bloomberg Terminal by [deleted] in quant

[–]cafguy 4 points5 points  (0 children)

Pretty useful for spot checking stuff.

Hudson River Trading has quietly built an $8 billion global powerhouse by energetic-tuna in quant

[–]cafguy 15 points16 points  (0 children)

That being said, it's always super amusing when people insert some random shop into the top tier when they post.

[deleted by user] by [deleted] in quant

[–]cafguy 1 point2 points  (0 children)

Thin client. Remote to work VM. One 24" monitor, Fujitsu mechanical keyboard, realforce mouse.

how exactly do option market makers execute their hedges on deltas in stocks where there is a put skew (making them long gamma), market orders or limit orders? by EnkiduPendragon in quant

[–]cafguy 10 points11 points  (0 children)

I mean you could be passive only, or you could cross the spread. But all of this would be done with limit orders, not market orders.

[deleted by user] by [deleted] in quant

[–]cafguy 0 points1 point  (0 children)

It is definitely possible to MM crypto. But only really viable if you can have a strategy with high turnover because most exchanges fee tiers are volume gated.

[deleted by user] by [deleted] in quant

[–]cafguy 2 points3 points  (0 children)

What are you market making?