Saturday, May 25, 2019

Queuing momentum

We have the same position, momentum uncertainty. It is built into the bit error function.
When that function is near its lower bound, the market maker has agreement from all trader that it will jump toward positive bound soon. The contract implies momentum. It is this kind of stuff that drives our interest in Zeta function, can traders find zero crossings before the New Fed finds them?

That is the essential question, the uncertainty is built into the round robin, fair access; including congestion pricing for account membership. I think it way to large for us to use Zeta.. But the New Fed market maker always attempts to cross zero, there is never the accuracy to hit zero.

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