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https://quantian.substack.com/p/from-trinity-to-liquidity https://quantian.substack.com/p/from-trinity-to-liquidity is an excellent example of applying this ide
by ajtulloch 4y ago
https://quantian.substack.com/p/from-trinity-to-liquidity https://quantian.substack.com/p/from-trinity-to-liquidity is an excellent example of applying this idea to the problem of inferring the yield of a nuclear explosion and price impact of a trade in an order book.