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Interesting. Feel like if you knew my trades could back out my process no?
Unless you know the data sources being used I think this is surprisingly hard! Especially if some trades are hedges for positions that are alpha-generating.
Of course if you are just using price data, or if you are doing well known value/momentum/carry stuff then it is easy to reverse engineer that from your positions. If you are doing something unique I don’t think you ought to be concerned.
Interesting. Good food for thought.
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