Hello there, just came across this website 3:30 ramp capital it's hilarious. Decided to code the algo for it. With the beta of 0.02 it's clearly a winner)))) (The code maybe flawed, sorry in advance for that)
Here comes an update, it turns out that 3:30 is not an optimal time for entering the position. 2PM is way better (Although it only works for 2016). Interesting question, since there was a brutal short squeeze starting in January of this year and the volume has declined sharply, does it mean that those Citadel's algos have a better environment to spoof the price before the close ?
On a side note, is there anyone who d like to help me out with factoring in uvol dvol ratios so we can probably get more precise conditions for entries ?
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