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Isn't this a way to prevent traders from anticipating and profiting from arbitrage opportunities? In some sense, I see this as a sign of a healthy market, no? I
by xrd 9y ago
Isn't this a way to prevent traders from anticipating and profiting from arbitrage opportunities? In some sense, I see this as a sign of a healthy market, no? If traders are looking for signals like average the price of sell orders, they should remove outliers like this, or not do arbitrage.