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Re:Introduction to Algotrading (2011) [pdf] by jmrobertson on Thursday February 21, 2019 @10:01AM (#19217279)
The issues with any algo trading strategy, is if it becomes known, then the trade gets crowded out and priced away. The logic really holds that if you know a shortcut to work that saves 60 minutes on a 2 hr commute, and then everyone else found about it and did it too, goodbye secret commute. This is why the strategy aspect of this gets kept very quiet by R-tech, JS, etc.

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