Re:San Francisco Onion Futures Company
by a11ce on Saturday September 19, 2026 @12:50PM
(#49768091)
I don't want to give too many details, but I will say if you graph prices over time it looks a lot like a market price. Maybe I should add a price history page to demonstrate that it's not noise...
[ Parent
| on HN ]
All you need to do is quite a price that isn't vulnerable to arbitrage. As a dealer you should then charge a spread atop of that to cover make a profit after costs and adverse selection (even if trading was free you should charge a spread to protect you against informed traders)