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“假設某資產的波動率與 Solana 的波動率相同,且其走勢符合 GBM 指標,那麼該資產在 50 毫秒內波動 100 個基點的機率是多少?”

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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