My data-driven research on moments where higher volatility is statistically significant and how I react as a Market Maker.
Mitigating Inventory Losses by Predicting Volatility.
Mitigating Inventory Losses by Predicting…
Mitigating Inventory Losses by Predicting Volatility.
My data-driven research on moments where higher volatility is statistically significant and how I react as a Market Maker.