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Comment by PaulHoule

This paper is about an earlier time but it does an excellent job explaining how day traders and market makers make money

https://www.sciencedirect.com/science/article/pii/S0304405X9...

Ray Dalio has written a few articles about the strategy used by his "All Weather" hedge fund, a summary is here

https://www.bridgewater.com/research-and-insights/the-all-we...

Now he won't tell you how "Pure Alpha" works because if he did he'd have to kill you.

parent PaulHoule 3 years ago

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