213: John Roberson – An Obsession with Edge, Powered by Automation
Chat With Traders
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How to Categorize Automated Strategies
I'm just interested in how you categorize the strategies which you run today. So I run several, I think of them as families of strategies. And they're pretty much all going to be based on some anomaly that I or someone else has found. There are some that are mean reversion. And so those are going to be, I have no idea why or how they work. It's like the things that you would expect in various little mean reversion strategies. What I don't understand is why are they not already crowded out by like big market making firms and HFTs and stuff. Like I don't get that, but somehow they do.
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