Determine the right order size - Market Making Strategy?

$30-250 CAD

Cancelled

Posted

over 5 years ago

$30-250 CAD

Paid on delivery

That task pays well if the idea is clever. In a market market strategy [login to view URL], how can we determine the right order size? Assuming I use a market making strategy and on a specific stock at a time t, I place a limit buy order at price p_1 with volume v_1 and limit sell order at price p_2 with volume v_2. In taking into account that v_1 = v_2, how can we determine the right order size? The author of that paper told me : "That's a question I don't fully address. But the goal is typically to manage inventory, so you will never fall outside +/- x around a neutral position. Therefore if you are long x, then you will typically place an order to sell x and return to a neutral position (sometimes market orders are placed to do this more aggressively). " I did not fully understand what he meant.

Finance

Financial Analysis

Financial Research

Machine Learning (ML)

Project ID: 17527969

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Active 6 yrs ago

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@edwinorori

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$100 CAD in 3 days

4.5

(12 reviews)

4.9

8 freelancers are bidding on average $189 CAD for this job

@funnyhoney

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$277 CAD in 7 days

4.9

(26 reviews)

6.2

@rifamorejo

Hi, I am Isabella Hills. I have completed my graduate from Middlesex University in Finance. For the past five years, I have been working as research and publication writer. I have performed similar projects a number of times before, and received appreciation from my clients as well. To deliver my best to you; I have just the right combination of skills and expertise; including business analysis skills, proficiency in financial analysis, critical report writing, quantitative and qualitative research expertise; and knowledge of different outsourcing strategies. I can enhance your project by providing good contemporary case examples, strong arguments and high quality research to back up the arguments. In addition, I have good command in different referencing formats; including Harvard, APA, MLA, Oxford and Chicago. I would be delighted to work on your project, and deliver you timely, plagiarism free and high quality results with great precision. Regards, Isabella Hills

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4.9

(14 reviews)

4.5

@cyash61

Hello there, I am an analytics consultant with more than 6 years of overall experience and 3+ years of experience in supply chain analytics. Please ping for further discussion. Best, Yash

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3.7

(5 reviews)

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@Sumitsinghnegi

I have worked in this field. I have my engineering in computer science and MBA degree so I know what is this content

$111 CAD in 4 days

0.0

(0 reviews)

0.0

@nivedita75

I have over 15 years of experience with Consulting firms- KPMG, Ernst & Young and Accenture. I have extensive experience in business planning and financial modeling. I have worked with start ups to help them prepare plans for financing. I have also worked with companies looking to expand or enter new markets.

$166 CAD in 5 days