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LightSpringFox - Crypto Market Making (S5E2)
Flirting with Models
What Are the Greatest Misperceptions About High Frequency Trading?
High frequency trading has historically been a surprisingly polarizing topic in traditional finance. The things we trade here are much higher dimensional models than what i traded in equities, even though equities have far more sources of variance. An atomic arbitrage jus disappears as long as someone is willing to do it non atomically.
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