When posting long threads explaining how market making works, try limiting number of inaccurate statements to below 1 per tweet
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I used to set my vol curves in excel and print out pricing sheets to take to the pit when I was a market maker. I doubt it’s changed much in 20 years. What’s this PFOF thing?
Tick to trade of thirty-five seconds should be good enough for anyone.
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Let's just do one auction once a day
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One auction once a month, and do it in the one minute immediately following nonfarms
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