Overview The standard order book matches trades by price and time priority, one at a time. For a fund executing a basket or a pair trade, that means legging into positions sequentially, facing the exposure problem on every leg. In 2016, Kelly Littlepage began building OneChronos around a different
54:10
35:03
49:32
51:17
11:28
83:30
25:48
13:22
24:21
90:09
59:05
70:06
60:32
11:07
46:21
120:50
31:36
42:15
39:31
66:18