This is a summary of links featured on Quantocracy on Thursday, 11/26/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
-
Thoughts on Crypto Market Making [Tr8dr]In the past have been a HFT market maker for FX and other traditional instruments, however have not investigated exchange-based market making in Crypto. As I have proprietary signals applicable for Crypto, thought it would be worthwhile to investigate the difficulty of market making on crypto exchanges. The crypto ecosystem and microstructure is quite different from FX and equities in the