Duration Caps on Arbitrage Violations
Upper bound on arbitrage violation duration
- Demo and Rep Market
- Average time between existence of a violation and the next market and at market order with no violation: 24.33 min.
- Average time between market and at market orders: 23.35 min.
- Plurality market:
- Average time between existence of a violation and the next market and at market order with no violation: 29.84 min.
- Average time between market and at market orders: 29.15 min.
-