Does anyone here have ever seen or coded parts of a constantly profitable market making algorithm used by a serious trading firm? For example, something that constantly creates liquidity in Hotspot or EBS orderbooks and can close until the end of day all the trades at the same place statistically profitable? Share ideas, i'm interested to participate in an experiment to code these myself, test it on my own money and share eventual profits (if any) with those that contribute with good ideas .
Thanks for reading,
Zmax
Thanks for reading,
Zmax