Great tweet in a great thread.

And yes, anyone that's ever done lots of trades for a living is used to thinking like this

'What's my edge conditional on me getting filled?'

When SIG hired 20 years ago, 1 of the 5 required reading books was Winners Curse by Thaler

[The other 4 if curious were:

Natenburg
Hull
Getting The Best Of It (esp ch 1)
Decision Traps]