Experiment: Plot bid-ask spread against internalization - Githubissues

sbenthall / SHARKFin

Simulating Heterogeneous Agents with Finance

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Experiment: Plot bid-ask spread against internalization #203

Closed sbenthall closed 1 year ago

sbenthall commented 1 year ago

Produce a graph:

Conditional on SHARKFin having reasonable parameters (#199)

Experiment

Independent: Shift percent of internalization (#187 )
Dependent: Bid-ask spread (of the lit market)

sbenthall commented 1 year ago

Federal register: https://www.federalregister.gov/documents/2023/01/27/2022-27644/regulation-best-execution

We The Investors advice: https://www.urvin.finance/advocacy/wti-pfof-comment

sbenthall commented 1 year ago

@mesalas did this and got unexpected results