I'm thinking this should be the topic of the charity webinar ... or more specifically, "this is really simple... you just have to know what the big price insensitive flows are in the market and take the other side"
All right, I promised you a strategy research thread. Again this is going to be very specific to what we do as quantitatively-oriented institutional derivatives managers, but hopefully it's interesting and maybe has some similarities to what others experience.
people think strategy means some kind of crazy data mining some kind of fancy model idk.... it just means buy things that everyone sells without thinking about it and vice versa
@insolventXBT i just QT'd a thread, i suggest you read it before you summarize it
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