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Oneandone Private Registration
701 Lee ●●●●●●●●uite 300
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Oneandone Private Registration
701 Lee ●●●●●●●●uite 300
Ches●●●●rook , PA, 19087
US
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Tr8dr | Systematic Models & Strategies
May 2, 2015 · 9:54 am. Market-Making Portfolio & Hedging. With market making we can try to be neutral by skewing prices in such a way as to maintain a neutral position. To the extent that the market can become 1-sided (in momentum) or may have large sized requests (if offering at different sizes), one’s portfolio may require explicit hedging. Whether the portfolio is hedged. What positions it was running (assuming it is not hedged). Determine multivariate model of mean-reversion across assets. This would...
