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I think you have to weight by trade size. If you didn't, I'd say 99.999% of all trades are algo.
by blazespin 11y ago
I think you have to weight by trade size. If you didn't, I'd say 99.999% of all trades are algo.
- lordnacho 11y agoYes, but even by trade size, the 15% figure is suspect. Perhaps central bank intervention is done by mega-trade on phone. But even your huge hedge fund is going to be able to execute their B+ trade on an algo.