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Is There a Future in Quantity Trading?
From a data science perspective, working on the problems at the market, microstructure layer, the data is very clean. I think when you back up the layer and you're looking at performance over minutes, over hours, over days, there's a much more challenging sort of scientific problem. So it's been fun for us to take our scientific approachsort of up the timescale ladder and to see what we can learn about trading at those at those higher timescales for our clients.