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by dudeinjapan
1660 days ago
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If the algos aren't smart, then you may wish to rethink trading real money with them. The orderbook imbalance signal is a strong signal, but its not the only one... (Full disclaimer: I worked as an algo quant at a large bank for 5 years. During which time I was constantly hounded by Compliance over supposed "spoofing", which we never did.) |
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