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191: Combining Algos using State-Based Market Design – Richard Metzger
Better System Trader
Do You Know How to Define the Market Conditions?
As far as defining the market conditions, I have it. You also look at other market contexts, for example, volatility, trendiness, et cetera. So by keeping them like a third and a third, a third, it does make it a little more with these broad strokes. And in my opinion, I think it decreases the odds that you might then curve fit and I'll go, it does amazing.
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