Too close to secret sauce territory, but if you can predict the market is more likely to tick up than tick down or vice versa, then buying or selling at mid-mar

Too close to secret sauce territory, but if you can predict the market is more likely to tick up than tick down or vice versa, then buying or selling at mid-market is +EV. Here are some publicly-available examples that are too well-known to work anymore, basically various features of the order book: http://www.orie.cornell.edu/engineering2/customcf/iws_events_calendar/files/shorttermsignaldevusage-sotiropoulos.pdf http://www.orie.cornell.edu/engineering2/customcf/iws_events...