Viewing profile — i-cjw

Surprised to see so many current and ex HFT/MM folks in the comments yet no mention of the fact that you don't have to cross spread to get filled. If you're lifting the far touch 1…

> Or take Ed Thorp, who invented the option pricing model and quietly traded on it for years until Black-Scholes published a similar formula and won a Nobel Prize Hardly quietly. T…

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