Tag: quoting
Interview Questions
- How much size should you show on your quote?
- 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?
- In the interview game, how tight should you quote?
- Make me a market on US gas stations
- Make me a market on piano tuners in Chicago
- Make me a market on heads in 100 coin flips
- I just lifted your offer, re-quote
- Make me a market on the population of Canada
- Optimal spread when fill rate falls off linearly
- Optimal spread with a bell-shaped fill curve
- How a maker rebate changes your optimal spread
- Optimal spread under power-law flow
- How wide should you quote to maximize profit?
- Quoting a two-way market on two dice
- Should you widen your spread before earnings?
- Why does winning every RFQ auction worry you?
- Your bid keeps getting hit and inventory is piling up
- Using markouts to set your spread
- When should you quote inside the competition?
- When the tick won't let you quote your fair price
- Your bid just got hit, which way do you re-quote?
- Uninformed flow, but you are badly short
- After a fast one-sided run, skew or widen?
- Put a number on your reservation price
- You just got lifted, why should you move your quotes?
- Why big orders deserve a wider quote
- To cut inventory, skew, don't widen
- Skewing quotes to bleed off a long position
- Why a market maker skews quotes when holding inventory
- Quoting to a target percentage margin
- Build your spread from the ground up