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What are good resources for reading up in very granular executional detail how others have made markets better historically with strategies that presumably are
by shostack 7y ago
What are good resources for reading up in very granular executional detail how others have made markets better historically with strategies that presumably are no longer delivering alpha because they've run their course for whatever reason?
- 1e-9 7y agoI don't think you're going to find much execution detail that is credible in that context. There is plenty of higher-level analysis of such things. You might start with Andrew Lo's papers and work your way out from there.