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I just lifted your offer, re-quote

Asked at IMC, Akuna

Interviewer: "Make me a market on tomorrow's high temperature in New York City, in degrees Fahrenheit." You quote "7878 bid, at 8484", fair 8181. The interviewer says: "I buy at 8484. Make me a new market."

What should your new market be, and why? What did the fill tell you?

Show a hint

Your counterparty chose to buy at your offer, the higher side. In a market with a possibly better-informed trader, why is a trade against you rarely random?

Your answer

This one is open-ended. Work it through, then check your reasoning against the full solution.

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