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2024-10-27 16:52:25

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Open Graph

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Tr8dr

description

Systematic Models & Strategies

image

site name

Tr8dr

author

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2026-02-23 09:50:25

raw text

Tr8dr | Systematic Models & Strategies Tr8dr Skip to content Home About ← Older posts September 24, 2017 · 10:48 am Blog Moved After a long hiatus, have started writing again., however have moved the blog to GitHub. The new URL is: https://tr8dr.github.io   Leave a comment Filed under 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. In a live market-making scenario we can determine how we want to hedge on a case-by-case basis and with a view on where it is cheapest to achieve the hedge.   Within a FX portfolio there is opportunity to hedge an excess position in one currency with a position in one or more other currency pairs, potentially taking ...

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