2 ms·
one big problem with batch auctions at any frequency is that there are many assets around the world and, if they are not synchronized precisely, there will be m
by vasilipupkin 11y ago
one big problem with batch auctions at any frequency is that there are many assets around the world and, if they are not synchronized precisely, there will be massive arbitrage opportunities as assets get mispriced relative to each other, so overall pricing would become a lot less eficient.