HangukQuant Research

HangukQuant Research

Quantitative Trading - Let’s Write a Stink Bidding MM System (in Python)

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HangukQuant
Aug 25, 2026
∙ Paid

In the last post, we discussed diagnosing a live, hft trading system:

Quantitative Trading - Diagnosing a Live-HFT Strategy

HangukQuant
·
Aug 17
Quantitative Trading - Diagnosing a Live-HFT Strategy

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I did get some requests to do a demo for a fully functioning mm system. Since crypto vol is picking up, I thought we shall write some code for a stink bidding market maker that targets slippage-insensitive taker flow such as liquidation orders. Code is in Python.

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