Tag: skew
Strategies
Concepts
Interview Questions
- Splitting a quote into width and skew
- Tuning your skew to stop the bleeding exactly
- How far to skew to double your sell rate
- How far should a long book drag 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
- Symmetric or skewed? Compare the two books
- How long does skewing take to flatten your book?
- Why your delta moves when implied vol changes (vanna)
- How a risk limit reaches into your quotes