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Kevin Mak on X: "Price Discovery and Trading" / X

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To view keyboard shortcuts, press question mark View keyboard shortcuts Home Explore 2 Notifications Chat SuperGrok Premium Lists Bookmarks Communities Profile More Post Eli @eliqiann Article See new posts Conversation Kevin Mak @KevinLMak Price Discovery and Trading 31 96 855 262K Out of all the lectures that I give at Stanford, I consider the topic of Price Discovery to be the most important one. Here's a brief description of how I teach it. ---- We use a trading simulator in class that is very similar to a flight simulator. It lets us set up a scenario and play, pause, rewind, review, reset, and replay over and over again while students try different strategies. While each scenario may structurally be the same, the nuances and realizations of each simulation are different (i.e. they have different random seeds). All of the students participate in the same market, where they're trading directly with each other (we have orderbook matching software that works the same as a standard ECN

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