Mathematics for Market Making

Dear all,

I am interviewing a position of Quantitative Market Maker in Crypto markets and luckily I can proceed to the last round interview. I understand my technical background is a bit weak compared to traditional quants (Bachelor: Economics, Master: Statistics) and therefore would need some advice on what sorts of mathematics are of the most importance for market making in general. Will be extremely grateful if you could share some accessible books of those mathematical topics as well. Thank you very much in advance!
 
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A quick google search indicates that the math is heavy in statistics, and data analysis ability is extremely important. With a stats masters, you should have a good background for this. But I am no expert, I just did a quick google search on the topic. Perhaps reading some research papers would help. Here is one for high frequency market making: http://stanford.edu/class/msande448/2018/Final/Reports/gr5.pdf .

Sorry I couldn't have been more of a help but I noticed no one has replied in some time so I thought I'd offer my input. Best of luck on your interview.
 
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