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This is an interesting idea. For this to impact market correlation, would you need to insist that everyone place their orders in beta adjusted terms or would it
by tdaltonc 13y ago
This is an interesting idea. For this to impact market correlation, would you need to insist that everyone place their orders in beta adjusted terms or would it be enough for the bid making protocol to allow for it?
- murbard2 13y agoAllowing it is enough, and you could populate it initially by deriving quote from the other books. The CME does it for futures.