Time: 20 to 25 minutes · You'll need: a calculator or spreadsheet · Builds on: Lesson 7
Warm-up
Check yourself
A pair has a log-price β of 0.6 and an A leg of $5,000. Coin A costs $50 and coin B costs $5. How big is the B leg?
Check yourself
A SHORT_SPREAD signal fires. Which positions do you open?