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A rule like this would cause every market marker to set their bid/ask spread wide enough to cover the risk of the typical adverse price move which could occur o
by AndrewBissell 13y ago
A rule like this would cause every market marker to set their bid/ask spread wide enough to cover the risk of the typical adverse price move which could occur over 60 seconds.
- mathattack 13y agoYou've hit on the challenge. Any hard and fast room either has unintended consequences, or can be worked around.