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sneakers

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zhehaowang
zhehaowang commented Dec 28, 2019

What are some general characteristics of this market (in particular the venue du)?
Given our non-trivial holding time, we should devise our strategy according to key observations we have on our data.

We have observed:

Very few (model, size) trade regularly

Most can be characterized as having large spread, low volume and liquidity. Missing data on one side is often expected. It woul

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