Tag: winners-curse

Interview Questions

• Winner's curse at a charity art auction
• Does a bigger crowd make the winner's curse worse?
• Does a second-price auction cure the winner's curse?
• Winner's curse with bell-curve estimation error
• The winner's curse in a jar-of-coins auction
• The two-sided quote that loses on every fill
• Why your fills are worse than your quotes
• The best of fifty backtests looks amazing
• Why "significant" results from tiny studies are inflated