WTI trading simulation model

John,

I put together a presentation of the simulation model for WTI market maker
for you.
The P/L results are investigated by assuming different scenarios.

The key variable is the number of trade per day, therefore is varied from
200 to 1000 trades.

Scenarios are generated by different spreads, net open position allowed, and
time period.

Take a look what I have prepared, and let me know things you want to add or
delete.
If you have any questions, I will be happy to discuss with you.

Zimin

PS: this presentation is only for the open-close trading. I will produce
exact the same
sequence for the continuous trading (close-close) once you approve the
content.