flâneur

the sound of inevitability

blog.moontower.ai · 5,109 words · saved by 1 readers

Post-mortem on Leopold's SALP

The market is 12-15. 12 bid. 15 offer. The broker sizes up the offer. “How many you got there? How about you? And you?” A couple of the market makers get flakey once they see him counting. “You know what, I’m 17 now.” “Fine, but can you fill the size there?” “This second, no more shopping.” “Mine.” A few minutes pass. The broker comes back around. “How now?” “Go fuck yourself. 20-40. Small.” And that’s it. It’s a liquidity-clearing trade. The market’s version of punctuated equilibrium. Small lot sizes from here on out. The price drifts higher over time. The same amount of…

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