> Yes, you're right.  I had forgotten that they referenced JBT early in the
> paper.  So what was your inspiration for this approach to the markets?
>


My inspiration was my own lousy manual trading. I realized that unless I
automate everything, I'll keep transferring my money to the
systematic/automated traders. With regards to the exchange limit order
book, it made intuitive sense to me (and still does) that the imbalances in
the book (i.e. the supply overwhelming the demand, and vice versa)  is what
causes the price to move.

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