Living Vega research

A regular snapshop into our research team…

More late night discussion with @barney @david @witold on liquidity incentives and market making mechanism design. I love these chats… it’s like a secret pleasure - ducking away from normal stuff like fixing broken internet or sleep or my backlog of emails. I love that we have formed a shared way of speaking about the concepts and interplay of different parts of the financial system. As a trader I never thought I’d geek out on market microstructure and engineering and complex systems. But I love it - much bigger ball to swing haha.