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@zcmfftot: #上熱門 樂觀是標配，知足是高配，無所謂是頂配~#穿搭分享#女裝套裝#女裝穿搭#女裝

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嶼禾服裝
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Wednesday 11 November 2026 13:15:29 GMT
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The 2011 Cont, Kukanov and Stoikov paper found that order flow imbalance, the imbalance between buyers at the best bid and sellers at the best ask, explains about 65% of short term price movement. I reproduced it on recent US equities and got 63%. Then I lagged the imbalance by one 10 second bin to see whether it predicts the next move or just explains the current one. The R squared collapsed by 78x. It’s a mechanism, not a signal. #quant #quantfinance #algotrading #orderflow #quantpad
The 2011 Cont, Kukanov and Stoikov paper found that order flow imbalance, the imbalance between buyers at the best bid and sellers at the best ask, explains about 65% of short term price movement. I reproduced it on recent US equities and got 63%. Then I lagged the imbalance by one 10 second bin to see whether it predicts the next move or just explains the current one. The R squared collapsed by 78x. It’s a mechanism, not a signal. #quant #quantfinance #algotrading #orderflow #quantpad


Водное обновление и вайпы каждый день только на Magic Rust! #magicrust #раст #rustgame #rust #rustgameplay
Водное обновление и вайпы каждый день только на Magic Rust! #magicrust #раст #rustgame #rust #rustgameplay
Kalau taknak tak payah pakai senang je @Nu Formula MY #nuformula
Kalau taknak tak payah pakai senang je @Nu Formula MY #nuformula
He’s something else 😭😂 #fyp #adriel #proposal
He’s something else 😭😂 #fyp #adriel #proposal
#scarface#alpacino#tonymontana#edit#fyp
#scarface#alpacino#tonymontana#edit#fyp

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