Rebuilding a market-making desk with Grok Bot and Opus 5.5
The author pasted an ex-Citadel quant's market-making prompt into Grok Bot with Opus 5.5 and says it produced a full desk covering fair value, quotes, inventory, adverse selection, backtesting and a kill switch.

ex-Citadel Quant just released the market-making prompt he has been using privately THIS IS A F*CKING GOLDMINE... I pasted it into Grok Bot + Opus 5.5 and was honestly blown away by the result It built a complete market-making desk from scratch: fair value, quotes, inventory, adverse selection, backtesting, and kill switch Send it to your Grok Bot and ask Opus 5.5 to build yours, using the same math that the largest market makers operate on
This post quotes another post: x.com/0xcarnagee/status/2090102148344262659