You can add location information to your Tweets, such as your city or precise location, from the web and via third-party applications. You always have the option to delete your Tweet location history. Learn more
See octopus thread https://twitter.com/macrocephalopod/status/1373216917058682881?s=20 …
for the time-series case where your costs are linear in trade size...
for the market neutral case simply express the problem as a quadratic-conic program by encoding the L1 terms as non-negative variable pairs and solve using your favorite off the shelf convex optimizer
What he said
Shall we create a @macrocephalopod "what he said" bot so we can look smart?
That said, he was posting about having a boner this weekend...https://www.youtube.com/watch?v=ZJr65m_stZo …
Twitter may be over capacity or experiencing a momentary hiccup. Try again or visit Twitter Status for more information.
