Is not dumb, is just way harder than what it seems. Is kind of like, when the price is going “up” it almost never is going up the same way. What happened before

Is not dumb, is just way harder than what it seems. Is kind of like, when the price is going “up” it almost never is going up the same way. What happened before? has the market been more volatile? was there a gap in price the night before? how has the week/month been? are there any external factors (upcoming fed announcement, news, tariffs, etc.) is current “going up” a continuation of something? How fast (momentum)? How “hesitant” (volatility vs clearer directional movement)… When one starts thinking about how to look at all those factors and when one starts thinking about how to measure those factors (what is volatility? What high or low? Compared to what baseline? Does the baseline move?) it becomes clear that the problem is a bit more complicated to measure and implement in code than it is to train oneself and trade discretionary. With very fast execution (think server collocation on the exchange and direct fiber network access to the exchange server) the possibility of market making opens, I think of the things that Jane Street does, and look how crazy profitable they are. But very few people have access to that.