梅西世界杯决赛助攻引发阿根廷代币买盘潮
Messi's final World Cup moment: the perfect cross off his right foot triggered a…
Messi's final World Cup moment: the perfect cross off his right foot triggered an explosion of buy orders for Argentina.
More than 1,000 traders bought over $650,000 of Argentina, eating through the sell wall posted by 127 market makers. Within 4 seconds of the goal, every offer priced at 80c or below had been filled.
Over the next few seconds, buyers cleared the 80-92c wall across 819 trades, resetting the best offer 407 times until a single $50k order finally broke through.
During this time, market makers adjusted 8.2 million shares across roughly 9,000 order additions and cancellations. A couple of market makers in particular appear to be running questionable strategies and seem to be very insistent on being continuously run over.
更进一步:量化金融体系
看懂新闻只是起点——沿量化金融路径,把它变成能交付的工程能力