This is a summary of links featured on Quantocracy on Tuesday, 06/27/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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A Tell-Tale Sign of Short-Run Trading [Alex Chinco]Motivation Trading has gotten a lot faster over the last two decades. The term short-run trader used to refer to people who traded multiple times a day. Now, it refers to algorithms that trade multiple times a second. Some people are worried about this new breed of short-run trader making stock prices less informative about firm fundamentals by trading so often on information thats