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These guys http://tensorbox.com/ http://tensorbox.com/ think they have the answer. Who knows. https://medium.com/tensorbox/the-trading-system-that-maximizes-our-edge-a64e95533959 https://medium.com/tensorbox/the-trading-system-that-maximiz... https://medium.com/tensorbox/stochastic-optimal-control-and-optimization-of-trading-algorithms-4011269a9aea https://medium.com/tensorbox/stochastic-optimal-control-and-...