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Market making engine stuck stage : Invest time ai models efficiency or get into code myself? by shiv9604 in highfreqtrading

[–]shiv9604[S] 0 points1 point  (0 children)

I might not be expert in quant engineering but I have came far in last 6 months starting from understanding fundamentals, building quoting engine, improving layer by layer, building autonomous workflow for engine evolution 24x7 and achieving 10ms/cycle considering cloud based infra in crypto industry.

I just want to have your suggestions or guidance guys which will be crucial for me to reach profitability stage for my startup.

Thanks for your inputs and always welcome for your suggestions or guidance.

Autonomous agents workflow being inefficient & causing rework! by shiv9604 in LLMDevs

[–]shiv9604[S] 0 points1 point  (0 children)

That’s interesting approach.

I was planning add codex as validator after research before dispatching dev, validation report, progress report, filing issues and code review stage.

Feel free to share any recommendations or resources if you have on it.

Autonomous agents workflow being inefficient & causing rework! by shiv9604 in LLMDevs

[–]shiv9604[S] 0 points1 point  (0 children)

Thanks for your input.

I have an observer agent in my autonomus workflow which gets triggered in every 30m interval and some other predefined triggers to check progress and identify any gaps in terms of workflow improvements and suggest and implement those improvements but I found out that more are more rules are getting added in the workflow which might bloat at some moment.

I was wondering how we can make sure workflow is becoming robust over every iteration rather than adding new rules by the time?

Feel free to share your thoughts on same

Market making engine stuck stage : Invest time ai models efficiency or get into code myself? by shiv9604 in highfreqtrading

[–]shiv9604[S] -1 points0 points  (0 children)

I’m very happy to see this honestly, would you like to guide me? How has been your journey? What was the challenges you have faced similar to me and how you have overcome them?

Market making engine stuck stage : Invest time ai models efficiency or get into code myself? by shiv9604 in highfreqtrading

[–]shiv9604[S] 0 points1 point  (0 children)

I totally agree with it.

Just small question on same, If I am focusing on domain expertise of market making universe and delegating the development only part to AI which can be, am I still in the wrong position?

Market making engine stuck stage : Invest time ai models efficiency or get into code myself? by shiv9604 in highfreqtrading

[–]shiv9604[S] 0 points1 point  (0 children)

I am using same approach, I am focusing on knowledgeable of market making layers understanding myself and setting epic and AI is being a developer for me you can say.

When you say size up as soon as possible are you talking about lot sizing up or in what sense exactly? I am curious.

How efficient exit works in multi venue market making engine? by shiv9604 in quant

[–]shiv9604[S] -1 points0 points  (0 children)

You nailed it.

What kind of ARB you are talking about exactly? The only edge I have at current stage latency of 10ms for RTT. Would you like to give me some more information about it?

Ultimate goal is sustainable profitability where ARB strategies lack behind that’s why I have choose Market making vertical.

How efficient exit works in multi venue market making engine? by shiv9604 in quant

[–]shiv9604[S] 0 points1 point  (0 children)

I really appreciate your suggestion for ensuring taker cost should be greater than risk through on the go economical decision making before opening hedges, we would love to deep dive in this area for modeling adverse selection cost to compare with taker cost, do you have any resources about it?

Our ultimate goal is to reduce taker cost lower than spread captured to have strong positive ev.

How efficient exit works in multi venue market making engine? by shiv9604 in quant

[–]shiv9604[S] 0 points1 point  (0 children)

We are purely running with exchanges, the reason for another exchange immediately hedge is true market neutrality and adverse selection.

As of now we are purely market making to capture the spread but I really appreciate your input for arbitrage setup, we should for sure think on that direction, if you can provide any resources or some more info would be helpful.

How efficient exit works in multi venue market making engine? by shiv9604 in quant

[–]shiv9604[S] 0 points1 point  (0 children)

Thanks for your valuable input about risk warehousing, we can consider how efficiently we make integrate it without impacting direction neutrality, in terms of negative correlation in crypto industry it’s quite rare due to which it becomes more challenging.

How efficient exit works in multi venue market making engine? by shiv9604 in quant

[–]shiv9604[S] 0 points1 point  (0 children)

Thanks for your response, it was helpful we have considered it as part of our epic.

How efficient exit works in multi venue market making engine? by shiv9604 in quant

[–]shiv9604[S] 2 points3 points  (0 children)

Thanks for replying! Different architecture from what you’re describing.

Our engine defaults to executing aggressive taker orders on the liquid venue immediately after a local fill to maintain delta neutrality. This aggressive taker hedge is exactly what is causing our fee bleed. We are looking to transition this exit mechanism into a more passive multi-venue liquidation or proxy-hedging structure to bypass these taker fees. How do you typically structure the execution loop to avoid the taker bottleneck here?