Competitive bid ask spread? in FFAs?
Vega is a "greek", but not really greek
The Relationship Between Competitive Bid-Ask Spreads and Vega
Today, while observing the bid-ask spread on the Panamax P4TC index for Q1 2025, I noticed intriguing patterns that prompted me to delve deeper into the dynamics of bid-ask spreads and their relationship to vega.
The fluctuations in the spread highlighted the importance of understanding how th…
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