Market Making constant volatility assumption
Posted by pppp_prs, at quant.stackexchange.com,
I have read a few papers on market making and all(nearly) assume that the stock follows a brownian motion with no drift and…
I have read a few papers on market making and all(nearly) assume that the stock follows a brownian motion with no drift and…
I'm building an automated option trading bot that executes common options multi-leg strategies (straddles, spreads) and I want…
I am looking for some info on how to estimate liquidity (intraday). I have read some researches and created intraday…