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> So, even if you had a perfect model for the market without you applying your model Actually, most trader's models do take market impact into account. If you
by andylei 15y ago
> So, even if you had a perfect model for the market without you applying your model
Actually, most trader's models do take market impact into account. If you had a perfect model for the market, I'm pretty sure that you (as a participant) would be included. In fact, your own actions are the easiest part of the model to get right, because you control them entirely.
- danmaz74 15y agoOk, but you would need to take into account the interaction with other traders' models that are put into play all the time...