cross-exchange spreads is overpricing short-term positioning

Builders and treasuries should track cross-exchange spreads even when social feeds obsess over order-book depth.

Attention jumps quickly; capital moves more slowly.

Put beside current chatter on “Loopscale Partly Restores Loan Functions, Keeps Vault Withdrawals Frozen,” the incentive problem looks clearer.

Risk is easiest to ignore precisely when it is most expensive.

Desks that separate cross-exchange spreads from order-book depth tend to react less emotionally to noise.

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