Citadel’s Secret Sauce http://alphacution.com/citadels-sec...il&utm_term=0_98541b806d-9ff25f58b0-209217773
Thanks for sharing the info. But the analysis might just hardly scratch the surface and fails to detect any of the Citadel's real secret.
citadels secret now is to use microwave networks to front run and backrun orders as they come into the book. as you front run stocks or futures and vice versa you control the spread you control the price and volatility. widen spread vol increases. yes way more comokicated than this but once you have the time advantage everything else is Gravy. like 5 million a day gravy profit!!