I'm looking for someone with experience to walk me through some fundamental questions I have regarding low latency market making.
Specifically, I want to know:
1. What is the impact of latency on profitability?
2. What strategies make sense when the spread is one tick?
I'll likely have more questions, but what I would really like is someone very knowledgeable that I can speak to on Skype and can answer my questions. If you have worked for a major market maker, that would be useful.
Just for background, I am an experienced programmer and quantitative trader with a degree in physics.
Less than 30 hrs/week
More than 3 months3+ monthsProject LengthDuration
I am looking for a mix of experience and value