Hedge funds look for a large trading pit and wath the market making error. When that error starts swinging, then their is an N problem, not enough traders to match market uncertainty. Then the hedge funders can find a way to bet on an error correction soon.
One could count off the natural updates, the normal every day activities of the firm, spin, the entry and exit of line jumpers, the arbitrage customers, charge, and the cost to the firm, magnetism.
The goal is to maintain stable queues amidst spin and minimize line jumpers, folks who combine transactions into a common basket to reduce count, the group buyers. The line jumpers cost because they suddenly collapse the error queues and the firm own needs to rush in a bunch of clerks because everyone is first in line.
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