Eleonora SalviQuant Trader at SellaSpeaker
Profile
Eleonora Salvi is a Quant Trader at Sella Financial Markets, specialising in the development of algorithmic market making strategies. She holds an MSc in Applied Mathematics from Delft University of Technology (TU Delft). Her master's thesis, carried out at Sella Financial Markets, focused on a market making strategy for cash equities and the optimisation of inventory rebalancing in the closing auction.
Agenda Sessions
A novel market making strategy for stock baskets and optimised execution in the closing auction
, 17:20View Session
