Re:CFTC Orders JPMorgan to Pay Record $920M for Spoofing and...
by dudeinjapan on Tuesday December 07, 2021 @10:23AM
(#29473384)
If the algos aren't smart, then you may wish to rethink trading real money with them.
The orderbook imbalance signal is a strong signal, but its not the only one...
(Full disclaimer: I worked as an algo quant at a large bank for 5 years. During which time I was constantly hounded by Compliance over supposed "spoofing", which we never did.)
The orderbook imbalance signal is a strong signal, but its not the only one...
(Full disclaimer: I worked as an algo quant at a large bank for 5 years. During which time I was constantly hounded by Compliance over supposed "spoofing", which we never did.)