How Does Market Making Work? (discretionary)

Discussion in 'Strategy Building' started by thesniper, Jun 18, 2012.

  1. Can you please expand on the "smart" quotes ?
    or point to some reference material about it?
    I'm not familiar with the concept.

    Thanks.
     
    #11     Jul 3, 2012
  2. 1245

    1245

    I'm not familiar with that term either. I was a MM for many years. My quotes were not always Smart!
     
    #12     Jul 3, 2012
  3. hft_boy

    hft_boy

    I want some smart quotes ... ;)
     
    #13     Jul 5, 2012
  4. Quotes priced off the hedge, + a margin.

    Get hit/lifted on the quote, pay the spread on the hedge, and you're done.

    Next punter please.
     
    #14     Jul 5, 2012
  5. True in derivs. Not so much in delta one.
     
    #15     Jul 5, 2012
  6. This.

    You can tell the "casinos" from the "gamblers" here very easily...
    And the "gamblers" are little more than degenerates.

    Providing liquidity for $$$ is an honest living...
    Even if society lumps you in market manipulators and retarded degens.

    Plus there are the Service Providers...
    Who charge FAT fees, but take zero risk...
    They promote maximum complexity so they sell you A, B, and C...
    Or the opposite... anyone can get rich "draining the banks"...
    Most of the intelligent posters on ET fall into this category.
     
    #16     Jul 6, 2012
  7. Exactly. Only people hitting or lifting those quotes are complete morons or completely off their market and don't give a shit
     
    #17     Jul 6, 2012
  8. other market makers aggressively screwing-up can be entertaining.. other than the initial pang of worry that it might be "us" off price.

    good times..
     
    #18     Jul 6, 2012
  9. zbojnik

    zbojnik

    So MM's get filled by the public then? Can they make money on a stock that has a 0.02 spread? Do they prefer a 0.02 spread or a 0.10 spread?
     
    #19     Jul 29, 2012
  10. Depends on the price of the stock.

    Ideally a 0.10 spread on a 0.02 stock :p
     
    #20     Jul 30, 2012