500 lines of code! Guess here what stolen SocGen strategy can be

First I guessed it was market making or scalping using level 2 quotes or market depth.
Even analyzing several markets 500 lines is too much.

So I guess it's a S&P 500 components vs. futures arbitrage.

Make your best guess of the strategy here.

 

500 lines is nothing

 

10 WHILE FEDMONEY>0
20 IF (RAND(0)>0.5)
30 BUY
40 ELSE
50 SELL
60 END
70 IF PROFIT >0
80 COLLECT(BONUS)
90 ELSE
100 COLLECT(BAILOUT)
110 END
120 END

 

Well done.

 

awesome...

 

Finally someone found the Holy Grail!

 

u sure u know wtf you're talking about?

they speak of 500

PAGES!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!

 

Hilarious.

 

thanks, that just made my day

 

what article or news story are you in reference to?