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·9 min read
The Order Book: How Price is Actually Born
A hands-on look at how a limit order book works — matching engines, price discovery, support and resistance zones — with a live simulation you can drive yourself.
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A hands-on look at how a limit order book works — matching engines, price discovery, support and resistance zones — with a live simulation you can drive yourself.
A deep dive into synthetic stock price generation — from naive coin-flip random walks, through Gaussian distributions and fat tails, to a simulated order book — and how candlestick pattern analysis reveals the gap between each model and reality.
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