Talk by Matthijs Snel

You are all cordially invited to the AMLab seminar at Tuesday May 31 at 16:00 in C3.163, where Matthijs Snel from Optiver will give a talk titled “An introduction to market making and data science at Optiver”. Afterwards there are the usual drinks and snacks!

AbstractOptiver is an electronic market maker with significant presence on equity and derivatives exchanges around the world. Our automated trading strategies operate as semi-autonomous agents, processing information and making multiple decisions in the blink of an eye. In this talk, I will explain some basic market making concepts, supported by real-world examples of market microstructure. I will also provide an overview of what kind of data and challenges our strategies and machine learning applications deal with.