Daemon Goldsmith Order Flow Trading For Fun And Profitpdf Link
# 2. Compute fair value fair = self.book.mid_price() + self.flow.edge_signal()
# 3. Adjust quotes for inventory if self.inventory > max_inventory: fair -= 0.5 * self.spread_target daemon goldsmith order flow trading for fun and profitpdf
The fun is in the creation. The profit is in the discipline. The daemon never sleeps, never hesitates, never revenge-trades. It simply quotes, adjusts, and collects the spread. never revenge-trades. It simply quotes