◈ MM-SCALPER
AVELLANEDA-STOIKOV QUOTING · INVENTORY SKEW · PAPER
½ Spread ¢
Size (sh)
Skew ¢/100sh
Max Inv
P&L
$0.00
eq $10,000
Inventory
0
avg —
Fills
0
0 quotes
Spread Cap
$0.00
mid —
Equity · paper account
◈ BAYES-MC
BETA POSTERIOR · 20K MONTE CARLO · FRACTIONAL KELLY · PAPER
Min Edge ¢
Kelly ×
Min P(win)
ESS prior
P&L
$0.00
eq $10,000
Posterior μ
—
CI —
Edge
—
P(win) —
Position
flat
0 trades
Posterior distribution · θ (true probability) vs market
◈ HF-ARB
YES+NO COMPLEMENT SCAN · 4HZ IN-MEMORY BOOKS · PAPER
Min Edge ¢
Max $/leg
Universe
Arb Profit
$0.00
eq $10,000
Scans
0
— µs/scan
Opps
0
best —
Executed
0
0 sets
Cumulative arbitrage profit