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LightSpringFox - Crypto Market Making (S5E2)
Flirting with Models
Perimeter Tuning in Options Trading?
You said that you don't necessarily do perimeter tuning, like someone who does a high frequency options market making desks thtat might nudge perimeters based on their view of the vall surface. But you did sort of seem to say that you might nudge other perimeters. I'm curious about this idea o perimeter tuning, cause it is something that comes up a lot when you talk to people in the market making space. You maybe elaborate a little bit on what perimeter tuning is, and whether you guys do it or not, and maybe why it's done. If it is right? As i stated earlier, i think our system leans quite automated. We could leave it alone for
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