3 ms·
Basically, sort all shareholders by planned sale date. Then you can slice them into “bins”. Let’s say we want nine $5B bins. They will each have a median planne
by erikpukinskis 7y ago
Basically, sort all shareholders by planned sale date. Then you can slice them into “bins”. Let’s say we want nine $5B bins. They will each have a median planned sale date.
Made up example numbers:
$0-$5B of market cap: plan to sell within 24h
$5-$10B: plan to sell within 30d
$10-$15B: plan to sell at the end of the quarter
etc...
For any given future event, it will only be implicated for some of those slices. So the cost of an event will only affect that part of today’s order book.