0
Good work on competition
Some of you have some relatively high frequency signals . Good for you . We may be able to monetize that . But it’s not exactly what we are looking for .
Some look really decent in a sort of WorldQuant alpha way. We’ll adhere to the rules we laid out here . Going forward we will impose a turnover constraint .
I am confident we can make use of the higher frequency signals but it wasn’t really the intent of the contest .
We could in fact spin up a market making bot . That did in fact cross my mind .
0 Replies
No replies yet. Be the first to reply!
Sign in to reply.