How do market makers make money?

Discussion in 'Trading' started by Jayan16118, Apr 19, 2019.

  1. sle

    sle

    It's becoming a winner take-all game, as virtu does OMM now too and is rapidly gaining market share.

    Short-term OMM now works within a paradigm that's very similar to stock MM (e.g. most of the OMM money is now made on delta, not spreading vol).
     
    #31     Apr 19, 2019
    murray t turtle likes this.
  2. Robert Morse

    Robert Morse Sponsor

    I agree. I also expect that most Equity market makers are involved in creations/redemption of the enormous number of ETFs out there so it is possible to move blocks of baskets into a hedged trade and move on.
     
    #32     Apr 19, 2019
  3. Vuu

    Vuu

    Who says they don't lose money. They cover their loses by charging you as a retail trader and also betting against you. Stay away from market makers if you don't understand the game. I have been using Forexchief broker for a while, I understand that kind of broker and how they make their money. Trade and pay the commission - simple
     
    #33     Apr 20, 2019
  4. wildchild

    wildchild

    So during the flash crash, would any market maker on that security take it on the chin? I assume there would be high likelihood of them posting big loses during these episodes.
     
    #34     Apr 20, 2019
  5. ironchef

    ironchef

    Question:

    I thought OMM delta hedge?
     
    #35     Apr 20, 2019
  6. destriero

    destriero


    lol buyers of last resort. Your post is completely devoid of useful info and almost entirely wrong. WTF are you here?
     
    #36     Apr 20, 2019
  7. qlai

    qlai

    I doubt it. It's their business not to be hurt by such events and they have the technology advantage to get out in time. The only people who got it on the chin are regular investors who were robbed out of their shares in a blink of an eye. It's absolutely ridiculous to me that MM are allowed to be able to print money in normal times yet allowed to step aside during extreme times. Hopefully, the limit up/down circuit breakers will protect the public, but may actually make it much worse.
     
    #37     Apr 20, 2019
  8. wildchild

    wildchild

    Are you now or have you ever been a MM? I heard Robert Morse was and was hoping he could chime in. It would be interesting to know.
     
    #38     Apr 20, 2019
  9. qlai

    qlai

    Me answering the question, does not preclude Robert or anyone else from answering your questions.
     
    #39     Apr 20, 2019
  10. sle

    sle

    That's because equity HFTs are not market makers in the old sense of that word. Anyone with the right technology can play this game, there is no regulatory obligation of "ensuring fair and orderly market" like in the old times. For example, I make markets in several securities where I have the analytical advantage without being registered as an MM. In options, it's a bit different, as you have to be a broker-dealer and have some compliance burden in exchange for some special arrangements.

    Also, in reality, things like flash crashes are so rare that they don't really take catastrophic losses. What really hurts is a breakdown in their models like it happened with Knight. When you're making millions of trades a day, tiny advantage translates to a large profit while tiny disadvantage translates to a very large loss. Both happen way before you know it.
     
    #40     Apr 20, 2019
    murray t turtle and qlai like this.