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191: Combining Algos using State-Based Market Design – Richard Metzger
Better System Trader
Combining Algorithms for Trading Multiple Systems
The combined algo slide is one of the best illustrations at the value of trading multiple systems. So we've got quite a few questions here about how to apply this. Let's go with Google user 2004. Do you have separate algos for state estimation, or does each algo have its own state filter?
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