This is a follow-up video based on questions received from this one: https://paracurve.com/2017/10/6834.html
“Delta” varies instrument by instrument based on the ratio of market to limit orders. This is extremely important to note when flipping in and out markets with higher levels of resting liquidity vs. others. As the relationship changes, so does the price relationship.
The post Ratio of Market to Limit Orders: Determining Liquidity Instrument by Instrument appeared first on ParaCurve.