I thought it would be about observing the behaviour of a system that is trading on the market. The input to the system would consist, for example, of other people's trades.
What you are referring to is possible, but is not "copying" per se, just trying to infer what the system is doing (inverse RL), and then exploit that/make it do mistakes. If you are not HFT it is very difficult to distinguish bots from humans, so you'd have a hard time even finding a target.
What you are referring to is possible, but is not "copying" per se, just trying to infer what the system is doing (inverse RL), and then exploit that/make it do mistakes. If you are not HFT it is very difficult to distinguish bots from humans, so you'd have a hard time even finding a target.