ilmscore | Order Dispersion in Price Levels Predictions
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Prediction
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In lower price ranges (e.g., $0.90 to $1.00), orders are dispersed across many small increments (1/100th of a penny), leading to a different visual order book appearance compared to higher price ranges ($1.00 to $1.10) where orders are spread across fewer, larger one-cent increments.
"so when you have um so we'll do a little graph here from 90 cents to a dollar and then from a dollar..."
Nov 12, 2024
Pending