Alexander Barzykin
Alexander Barzykin is a director at HSBC GFX and commodities, specialising in algorithmic execution and market making. He is based in London.
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Articles by Alexander Barzykin
Market-making in spot precious metals
A market-making framework is extended to account for metal markets’ liquidity constraints
Dealing with multi-currency inventory risk in FX cash markets
A market-making model that considers correlation, transaction costs and market impact is presented
Market-making by a foreign exchange dealer
An optimal liquidity model for pricing and hedging decisions is presented