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"Having got on well by adopting a certain line of conduct, it is impossible to persuade men that they can get on well by acting otherwise. It thus comes about that a man's fortune …

Intraday data is often unnecessary and, worse, leads otherwise intelligent people to trade on spurious relationships. Recall that a sufficient statistic for the drift of a Brownian…

This article establishes that two things often happen shortly after you place an order to buy shares: 1) Another trader places a similar order on another exchange. 2) A large numbe…