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Tag: spread

Concepts

Adverse Selection
Bid-Ask Spread Decomposition

Interview Questions

Reading a prediction-market price
Why does a stock have a bid-ask spread at all?
How wide should a market maker quote?
The spread you quote vs the spread you actually keep
After a fast one-sided run, skew or widen?
How much to widen when toxicity doubles
You widened and now get zero fills

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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.