SEC考虑禁止挂钓鱼单# StockQ*u2010-07-09 07:071 楼由于May 6的大量$0.01的钓鱼单被执行,SEC正在push一个规定,禁止挂离5分钟前10%以外价位的钓鱼单,并且规定MM必须quote 10%以内的bid-ask.
l*r2010-07-09 07:073 楼Doesn't make sense.【在 Q*u 的大作中提到】: 由于May 6的大量$0.01的钓鱼单被执行,SEC正在push一个规定,: 禁止挂离5分钟前10%以外价位的钓鱼单,: 并且规定MM必须quote 10%以内的bid-ask.
Q*u2010-07-09 07:074 楼你觉得这个规定出来以后,MM会如何减小损失?我觉得规定会增加market making的风险,market maker会增加quote的bid ask spread来平衡。【在 l*******r 的大作中提到】: Doesn't make sense.
B*S2010-07-09 07:075 楼minimize market fluctuation...breaking through support levels could cause sharp drop as many programmedtrading system out there...