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The link shows that there were several people that bet on mean reversion and their trades were cancelled. The interesting bit is that the decision to cancel th
by dmichulke 11y ago
The link shows that there were several people that bet on mean reversion and their trades were cancelled.
The interesting bit is that the decision to cancel the trades seems very arbitrary, at the very least to me.
- ant6n 11y agoSo during moments of high volatility orders got cancelled, but that may happen regardless of whether the orders had been sitting around for a month or a second. Certainly doesn't seem to be related to leaving orders sitting around 'showing one's hand'.