Hi Evan, thanks for posting this, I really enjoyed the article. I'm a bit confused as to the connection with SSR. How did you infer that an incorrect SSR was leading to different theos? Could it have been some other factor?
This would show up after large moves in the underlying which is what lead me to believe that SSR was the driving factor. I did make a bit of a leap that that was the root cause of it though. There very well could've been something else driving it.
I also don't know with certainty who the counterparties were, but the 15 lot MM had the most uptime and since I know Akuna is one of Deribit's biggest MMs I assumed it was them.
Hi Evan, thanks for posting this, I really enjoyed the article. I'm a bit confused as to the connection with SSR. How did you infer that an incorrect SSR was leading to different theos? Could it have been some other factor?
This would show up after large moves in the underlying which is what lead me to believe that SSR was the driving factor. I did make a bit of a leap that that was the root cause of it though. There very well could've been something else driving it.
I also don't know with certainty who the counterparties were, but the 15 lot MM had the most uptime and since I know Akuna is one of Deribit's biggest MMs I assumed it was them.
This is a fun post! You ought to write more like it if possible.
Nice sir
Well done !