FairPriceCalc — ETHJ750H20M4 20260620 | Composite (BN 70% + OKX 20% + BYB 10%) | Target: Delta | Spread =
non-anchored
(composite − Delta)
ADF p-value
0.0000
Stationary ✓
OU Half-Life
4992 ms
4.8 ticks (cancel < HL)
Spread 5th–95th pct
-0.442 to 0.440 bps
99th: -1.155 / 2.973 bps
Fills
16
B: 8 S: 8
PnL (gross / net)
+45.45 / +39.92
cum cost: 5.53 (quote ccy)