The Math of Market Making: Avellaneda-Stoikov
Quantitative Finance
Stochastic Control
Python
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Pitting an inventory-based stochastic control strategy against naive market making in high-frequency limit order books.
Hi! I’m Jordan. I am a recent graduate of Singapore Management University (SMU) with a Bachelor of Business Management with a double major in Finance and Data Science & Analytics.
I’m interested in roles at the intersection of markets and data within quantitative finance, equity derivatives, and digital assets trading.
Currently, I am learning about market microstructure and volatility modeling.
I enjoy bouldering, playing badminton, running and playing the guitar in my free time.
My favorite book is Grit by Angela Duckworth and my favorite quote is by Theodore Roosevelt, as below:
“It is not the critic who counts; not the man who points out how the strong man stumbles, or where the doer of deeds could have done them better. The credit belongs to the man who is actually in the arena, whose face is marred by dust and sweat and blood; who strives valiantly; who errs, who comes short again and again, because there is no effort without error and shortcoming; but who does actually strive to do the deeds; who knows great enthusiasms, the great devotions; who spends himself in a worthy cause; who at the best knows in the end the triumph of high achievement, and who at the worst, if he fails, at least fails while daring greatly, so that his place shall never be with those cold and timid souls who neither know victory nor defeat.”
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