Re: Market Model Thingy
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Evan and I talked about ask/bid spread, which appears to be the same as slippage, yes?
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No, slippage is the difference between your data feed's quote and your fill. In general they will not be the same.
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Just to note: Im more interested IF its possible to using past information to predict the future, not necessarily (at least here) with trading.
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Then put your pen down, because the answer is yes. It has been demonstrated many times. Google Jim Simons, for example.
The EMH is approximate, just like every nice neat academic theory any complex system.
eastbay
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