Options market-making system
An options market-making trading system built around a custom volatility model trained on historical data. It runs a passive delta-hedged market maker, renders a synthetic underlying price from multiple market data sources, and operates across a handful of high-performance servers, with development done through Claude Code sessions.
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Options market-making system
An options market-making trading system built around a custom volatility model trained on historical data. It runs a passive delta-hedged market maker, renders a synthetic underlying price from multiple market data sources, and operates across a handful of high-performance servers, with development done through Claude Code sessions.
Posted by @zopf · Original comment ↗
“Options market-making. I trained a custom volatility model on historical data, built a passive delta hedge MM, render a synthetic underlying price from many market data sources, and a number of other interesting elements.”