Wouldn't that make the signal easier to find? (Since it would consistently perform well over a short time horizon?) (As in Signal A => price move B, would be easier to spot because Medallion are ensuring price move B occurs?)
Interesting thought though I’m pretty sure I read in @GZuckerman book that they trade signals “to capacity” and that’s part of the reason they are hard for others to find (the fact that they trade the signal hides the existence of the signal in recent market data)
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Or is it that signal A => people will effect price move B but shouldn't and Medallion swallows that price move.
End of conversation
New conversation -
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Now we’re going to have to get a strict definition of capacity aren’t we?
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