“Suppose an asset with Solana’s volatility is moving according to gbm, what is the probability of a 100 bps move in 50ms”

wavey cavey ∿
@cavemanloverboy
02-28
thought experiment time.
imagine you decide to do priority ordering at 50 ms intervals on your chain. and imagine you have an asset that moves price 100 bps over 50 ms, linearly in time for simplicity.
for every 1 bp that it moves during that time, takers submit increasingly x.com/yettisheep4/st…

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