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So the group involved veterans from like Knight and DRW and stuff: we understood the model of combining lots of small signals with a low-latency regression. We
by benreesman 3y ago
So the group involved veterans from like Knight and DRW and stuff: we understood the model of combining lots of small signals with a low-latency regression.
We were trying to learn those signals as opposed to sweat-shop them.
But the broader point holds: signal isn’t alpha.