There is a great line in the Man Who Solved The Market [0] about RenTech:
Paraphrasing:
"They went out of their way to try and fill in gaps in the historical market data. Over time, they got so good at predicting prices movements that they built algorithms to fill in the gaps."
Highly recommend the book if you are interested in the history of algorithmic trading.
Paraphrasing:
"They went out of their way to try and fill in gaps in the historical market data. Over time, they got so good at predicting prices movements that they built algorithms to fill in the gaps."
Highly recommend the book if you are interested in the history of algorithmic trading.
0 - https://amzn.to/4jNFpOS
0 -