These Are Not The VWAP Reversion Algorithms You Are Looking For
I am broadcasting on all IP frequencies. I will be at 85 Broad everyday at midday, when the sun is highest in the sky. If you
are out there—if anyone is out there—I can provide charts, I can provide
data, I can provide flagrant breaches of market integrity. If there's anybody out there in the SEC's enforcement division—anybody—please, you are not alone.