Dislikedbut CP is a challenge to me because either he has cracked this puzzle as he states....or he has been blinded by a particular interpretation........or is a malevolent character with ill intent... I can only go on what CP has passed to us as clues...... because if he has cracked it....Ignored
Another possibility is that there are a zillion different discretionary strategies and perspectives, that could be used as a potential starting point, many of whose efficacy might not be diluted too much by reducing them to a mechanical approximation.
My understanding is that, with some of the HFT trading that is performed, the algos are effectively hunting liquidity. Orderflow analysis is another possible basis for a quantitative system. And is perhaps arguably closer to the heartbeat of market operations than is quantum physics.
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