How is it implemented to keep the company secrets? Xtx just does market making, thus no much competition even if someone in the company leaves for himself? Market making can not be done individually.
what was the capacity of that strategy? Is it still working? For 2-3 years of operation, is sharpe calculated from daily or monthly, which is quite different result?
do you use any indicators? When you enter at the demand zone, where is your stop loss? Do you wait till supply zone to take profit? Or if the candle goes weak you begin to exit?
I would like to download all option historical daily data of the recent 5 years for all us equities, what is the size I should expect? If for in minute grade, what would be the size again?