Our Professional Approach on getting the Volume and Markets right for your Product!
Market makers are critical providers of liquidity in markets, as they constantly place bid and
ask orders in the limit order book such that any market order will always be capable of
being filled. Our goal is to strategically place these bids and asks to capture the spread,
whilst earning a rebate for providing liquidity.
The algorithms enable capturing profit by turning over positions in an extremely short period.
Market Making Model
Our high-frequency proprietary market making model provides optimal quotes and a
dynamic order sized strategy to effectively control inventory risk and ensure profitability.
We price and set an optimal spread and exploit the linearity of the spread curve and
our market data in order to adjust our spread to the best bid-ask spread dynamically.
To complement the pricing model, we have developed a proprietary dynamic order sized
framework. If the inventory reaches the maximum permissible level, we are able to
keep trading and earning rebates by adjusting the order size based on a function corresponding
to our current position. This function is very effective at controlling inventory risk.