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Tag: order-flow-toxicity

Interview Questions

Setting your bid and ask against informed traders
Backing out how toxic your flow is
Using markouts to measure how toxic your flow is
The spread you quote vs the spread you actually keep
How much to widen when toxicity doubles
Why your fills are worse than your quotes

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For educational purposes only. Not investment advice.

I may have positions in instruments discussed. Past performance is not indicative of future results.