Where market making meets market microstructure

A talk at the International Association of Quantitative Finance (IAQF) seminar on 2/14/23

[pmuthuvivek]

Easily the best content out on Youtube with respect to Market Making. Please do post more content. Thanks

[proptrader]

Can't believe that I can see Sasha Stoikov's lecture on Youtube. Appreciate So Much

[aayushmahajan]

Hi sir, have been market making in Crypto since 2 years now, and this lecture is really insightful, people often rely on funny chart patterns but it is the order book where the real signals are created. Any more papers or content on Market Making as a subject would be great

[bgvianyc]

If John Malkovich was an expert on market making…

[王士豪-vg]

Awesome speech! The part that compares the mid-price to VAMP is impressive

[bavandeep]

Do you think tracking the VPIN would be helpful as a warning signal before massive price drops?

[PplsChampion]

VAMP seems very similar to what another MM on youtube called Global Average Symmetric Price (GASP) but the other guy did not reveal the details [claimed was trying to patent the idea]

[mathgeeks]

So great, how can I get the py file or example code shown in the slides?

[bibbidi_bobbidi_bacons]

I thought I was dumb before I watched this. Can confirm am incredibly dumber than previously perceived… 😞 how do idiots like me make money in the markets…..

[Ibleesx]

Hey did you know that they didn't even implement the Avel Stoi paper equations correctly