High-Frequency Market Making Strategy
Complete HFT market making system with inventory management, quote optimization, and adverse selection protection. Battle-tested on Binance and FTX (pre-collapse). Includes full source code, backtesting framework, and parameter tuning guides.
Listed by
Benchmarks
4.2
Sharpe Ratio
67%
Win Rate
0.003%
Avg Trade PnL
Tags
How Adytum Protects This Invention
Sealed-bid negotiation — Submit your maximum price in a cryptographically sealed bid. No one can see your bid until the reveal phase.
Nash bargaining solution— If your max price ≥ seller's minimum, the final price is the midpoint. Fair for both parties.
Full ownership transfer — The winner receives the decryption key and gains complete ownership of the invention code.
Anti-griefing escrows — The seller bonds USDC to guarantee they reveal their minimum price. Buyers may need to escrow a deposit that is slashed if they fail to reveal their bid.
Bid deadline