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Trading & Finance AdjacentSimulated project
Market Maker portfolio brief
A simulated trading & finance adjacent exercise for Market Maker. Treat it as realistic practice, not real client or protocol work.
6 deliverables6 tools referenced3 linked interview questions
Objective
Build a realistic simulation with fees, latency, and inventory
Expected deliverables
Liquidity reportSpread and depth analysisExecution dashboardInventory and risk reportSimulationIncident review
Recommended workflow
- Build a realistic simulation with fees, latency, and inventory
- Analyse one market's depth and adverse selection
- Write risk limits and incident procedures
- Review the result against the rubric, then package it as a case study.
Constraints and safety
- Use only public sources or clearly simulated data.
- Never include seed phrases, private keys, or wallet secrets.
- Redact private user, company, security, legal, or compensation information.
- State every assumption you make.
Tools in practice
- Python or C++
- Research market behaviour, test pricing or hedging logic, and review execution and risk under defined scenarios.
- exchange APIs
- Stream order-book and trade data, submit or cancel orders, manage rate limits, and detect venue or connection failures.
- market data
- Build a consistent view of prices, depth, volatility, fees, funding, and liquidity across venues.
- risk systems
- Enforce inventory, exposure, loss, venue, and counterparty limits and trigger escalation when a strategy breaches them.
- Grafana
- Monitor health, latency, errors, resource use, and alert thresholds, then connect incidents to recovery and prevention work.
- spreadsheets and databases
- Structure the records behind liquidity report and spread and depth analysis and make review status visible.
What a strong submission shows
- A spread and inventory simulation
- An execution-quality analysis
- A risk dashboard
- A market incident postmortem
Weak submission patterns
- Backtests with no fees or latency
- Profit screenshots
- Strategies that assume unlimited liquidity or no risk limits
Review rubric
- Accuracy of claims and sources
- Relevance to the target role
- Decision quality and trade-offs
- Completeness of the deliverable
- Clarity of communication
- Honest limitations and next steps
Present it as a case study
- Explain the problem, sources, decisions, ownership, constraints, output, review, and what you would change.
- Show the final artifact before the process notes.
- State what you owned and what belonged to other people.
- Label the work as simulated, and keep any real contribution clearly separate.
Interview questions this project helps you answer
How should spreads change with volatility and inventory?
What makes apparent liquidity unreliable?
How would you respond when an exchange connection fails during a fast market?