Tag: fair-value
Interview Questions
- Blending three noisy fair-value estimates
- Updating a prior fair value with one new reading
- Combining two estimates that are correlated
- How many independent reads to hit a target precision
- Combining two noisy estimates of fair value
- Building the true best market from many venues
- Where is fair value in a two-way market?
- A fill just changed what the stock is worth
- In the interview game, how tight should you quote?
- Blending two noisy models into one estimate
- Folding in a third signal
- When the market is thin, lean on your model
- Updating a fair value with a fresh print
- Trading on a private signal against an efficient price
- Quoting a two-way market on two dice
- Quoting to a target percentage margin
- Why uncertainty about fair value belongs in your spread
- Your view is 20%, what are the fair odds?