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I happen to have 144 lines of Ruby which implement the world's most braindead market making algorithm, coded by someone who had literally never written a tradin
by patio11 11y ago
I happen to have 144 lines of Ruby which implement the world's most braindead market making algorithm, coded by someone who had literally never written a trading system before. It cancels ~98% of orders before they are hit when running on a single stock on a single venue.
- ycombobreaker 11y agoIs it profitable? Or just paper trading/simulated? Braindead stuff works if it is the fastest in the world, but as you slow down you need to get smarter to cover losses due to getting "picked off" more frequently.
- JoachimSchipper 11y agoI'm pretty sure it's a competitor for Patrick's StarFighter game. It's not supposed to be impossible to beat.