If you have an interview for a Market Making firm lined up, do read about these models:-
1.Avellaneda–Stoikov Model
2.Cartea–Jaimungal Market Making Models
3.Poisson / Exponential Fill-Intensity Models
4.Hawkes Process Queue-Reactive Models
5.Reinforcement Learning based Market-Making Models
6.Multi-Armed Bandit (MAB) Models
7.Almgren–Chriss Extensions for Inventory Liquidation
8.Order-Flow Imbalance (OFI) Microstructure Models
@paxtrader777 Hey Pax, I’m a trader in the CBOE SPX pit and I’m young and starting my career. Really needed this message to set me in the right direction. Appreciate it big time.
From the new and maybe last generation of open outcry