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LightSpringFox - Crypto Market Making (S5E2)

Flirting with Models

CHAPTER

How Often Does an Event Analysis Lead to a Change in Production?

In an event analysis, you would go back and look at this source of input. You would isolate it as the culprit for what really moved things for you. And sometimes that might be as simple as even bad data coming in. So if your system has no way of identifying that this data is stale, it's going to pick up all this order flow that thinks is happening right now - and do a bunch of trades based on that. It could be the opposite, where you see a trade that, based on your economic intuition, should have moved the market,. or you see a change in the order books that should have move the market. We're more just kind of finding places where the

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