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How Synthetic Index Prices Are Generated: Tick Rate, Volatility Constant and Stop Behaviour

How Synthetic Index Prices Are Generated: Tick Rate, Volatility Constant and Stop Behaviour

Published 2 weeks, 1 day ago
Description
Discover how synthetic index prices are generated via CSPRNG and GBM engines, why 2.0s tick clocks cause gap slippage, and how to size stops safely.
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