Tag: inventory-risk
Interview Questions
- Splitting a quote into width and skew
- Tuning your skew to stop the bleeding exactly
- How many good trades undo one bad fill?
- Inventory isn't free, the carry on a long book
- How far to skew to double your sell rate
- You captured the spread and still lost money
- How much size should you show on your quote?
- How much inventory before you must hedge?
- Skewing your quotes for inventory risk
- You've gotten short, which way do your quotes move?
- Two desks, same position, who skews harder?
- Long inventory with earnings ten minutes out
- Put a number on the inventory skew
- How should inventory change your quotes?
- Short into an earnings print you didn't choose
- Carrying inventory over a long weekend
- Long gamma? No. Short vega into the Fed
- Long inventory, but nothing scheduled. Hold or trim?
- You're long 500 lots and news drops in five minutes
- Paying the spread to sleep at night
- What your overnight book is really risking
- How far should a long book drag your quotes?
- Your bid just got hit, which way do you re-quote?
- Uninformed flow, but you are badly short
- Put a number on your reservation price
- You just got lifted, why should you move your quotes?
- When inventory says sell but your signal says hold
- To cut inventory, skew, don't widen
- Skewing quotes to bleed off a long position
- Every cost that a spread has to pay for
- Why a market maker skews quotes when holding inventory
- The forgotten quote that everyone else can see
- Symmetric or skewed? Compare the two books
- How long does skewing take to flatten your book?
- How a risk limit reaches into your quotes
- Why does a market maker skew quotes when inventory builds up?
- Why are small-cap spreads so much wider than large-cap spreads?
- What does the bid-ask spread compensate a market maker for?