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Re:Caml trading by capablanca on Saturday August 29, 2009 @11:19AM (#793256)
If a single wrong transaction can make you lose a lot of money, monitoring the outputs will always be too late, right?
Re:Caml trading by tigerthink on Saturday August 29, 2009 @12:58PM (#793364)
My guess is that the value of the assets traded by Jane Street is much smaller than their bankroll. If the assets are something like 80% of the size of their bankroll I'd suggest doing a sanity check after every trade.