Matt Levine on academic research into insider trading correctly observes that published papers always seem to conclude insider trading happens before X, for any X. https://www.bloomberg.com/view/articles/2018-02-15/when-everything-is-too-safe-add-risk … A tantalizing possibility: insider trading happens before accidental p-hacking.
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Interestingly I think we might be the only game which actually had a legit order book*, possibly ever. Most games just simulate the closing price, sometimes the bid/ask price, but it was important for our pedagogic purposes that there be an actual book. * aside from crypto ;)
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You can’t show some of the real challenges of trading without there being an actual order book. For example: slippage. Putting in a sufficiently large order moves the market against you. You can’t teach people about that if you give them any quantity at “the price.”
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