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some graphs and analysis of the fractal limit order shake out
Hi Billy--
I ran across this article on Zero Hedge this weekend. Perhaps others saw it, too. But it seems to tell a very similar story as you do. I'm glad you have spotted this phenomenon.
I admit I find it both fascinating and a little horrifying.
Many thanks,
Last edited by nickola.pazderic; 06-13-2011 at 11:36 AM.
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