avvt4avaw
Joined 9 years ago
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Joined 9 years ago
Millennium and Citadel are both hedge funds, who do not engage in market making at all. They are most similar to other multi-strategy hedge funds like Balyasny or Point72.
You may be thinking of Citadel Securities, who are a market making firm and do engage in high frequency trading. Other large and well known HFT firms include Hudson River Trading, Tower Research, Jump Trading, Virtu, IMC and Optiver.
Ok, so you added high-frequency random noise to the estimated averages to make it feel more realistic. To me, this makes it feel less realistic.
Anyway, don't mean to gripe, this is a cool project!
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