Hello,
I'm hoping there's some sort of 'market-making tool' out there that would allow me to do the following:
Generate a theoretical value for 'stock A' based on a ratio/offset to 'stock b', and then..
Either market-make or market-take based on opportunities at my theoretical prices.
Sort of like an automated pair trading tool where opportunities are based on theoretical values priced off a per-defined ratio.
Also the ability the generate both an initial (opportunity) order in 'A' as well as a hedge order in 'B' would be necessary.
Thanks!
I'm hoping there's some sort of 'market-making tool' out there that would allow me to do the following:
Generate a theoretical value for 'stock A' based on a ratio/offset to 'stock b', and then..
Either market-make or market-take based on opportunities at my theoretical prices.
Sort of like an automated pair trading tool where opportunities are based on theoretical values priced off a per-defined ratio.
Also the ability the generate both an initial (opportunity) order in 'A' as well as a hedge order in 'B' would be necessary.
Thanks!