M/M/c/K Queueing Model · IE 4520 · Team 9

When markets move fast,orders can't wait.

Five real market crises. One model that predicted them all. Interactive event replay with live M/M/c/K analysis — before and after each spike.

M/M/c/KModel Type
5Real Incidents
∞Sensitivity Scenarios
2→3Channel Decision
Real incidents. Live model.

Five times this model
would have fired.

Each card is a named historical event. Click any to open the full event replay in the simulator.

Energy Markets · ICE Futures
January 4, 2023 · 10:30am EST
Crude Oil — EIA Release
EIA Petroleum Status Report drops. WTI moves $3.40 in 90 seconds. Order flow on ICE spikes from ~25 to 80+ orders/min. A 2-channel EMS with K=10 hits P_loss > 1…
λ pre: 25 orders/minλ spike: 82μ: 40c: 2K: 10
P_loss pre-event
0.0%
P_loss at spike
10.3%
Replay in simulator→
Prediction Markets · Kalshi
November 5, 2024 · ~11pm EST
Kalshi — Election Night
Presidential winner contracts go live. Swing state results start coming in. Kalshi's matching engine processes 10–15× normal order volume in under 3 minutes. Us…
λ pre: 50 orders/secλ spike: 620μ: 80c: 2K: 100
P_loss pre-event
0.0%
P_loss at spike
6.63129377866882e+58%
Replay in simulator→
Prediction Markets · Polymarket
June 27, 2024 · ~11:15pm EST
Polymarket — Biden Debate
"Biden wins nomination" contract collapses from $0.75 → $0.35 within minutes. Arbitrageurs and retail traders hammer the order book simultaneously. On-chain non…
λ pre: 30 orders/secλ spike: 280μ: 80c: 2K: 80
P_loss pre-event
0.0%
P_loss at spike
33934187449100345344.0%
Replay in simulator→
Retail Finance · Robinhood
January 28, 2021 · 9:58am EST
Robinhood — GME Squeeze
Robinhood processes 3–4× normal daily order volume before 10am. Buy-side trading is disabled at 9:58am EST. The model shows P_loss exceeds 15% around λ=180 orde…
λ pre: 55 orders/secλ spike: 220μ: 120c: 3K: 50
P_loss pre-event
0.0%
P_loss at spike
0.0%
Replay in simulator→
Digital Assets · Binance
May 19, 2021 · 2–4pm UTC
Binance — BTC Liquidation Cascade
Bitcoin drops 30% in 24 hours, triggering $8.6B in liquidations. Binance's matching engine queues simultaneous liquidation orders — spreads on BTC/USDT widen to…
λ pre: 200 orders/secλ spike: 2800μ: 400c: 2K: 200
P_loss pre-event
0.0%
P_loss at spike
3.2337605641629347e+108%
Replay in simulator→