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

[latinotrader]

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.

 

[dumb_mother]

500 lines is nothing

 

[buzzy2]

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

 

[Lucrum]

Quote from buzzy2:

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.

 

[jem]

Quote from buzzy2:

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

awesome...

 

[PocketChange]

Finally someone found the Holy Grail!

Quote from buzzy2:

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

 

[stock777]

u sure u know wtf you're talking about?

they speak of 500

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

 

[gucci]

Quote from buzzy2:

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

Hilarious.

 

[flyingdutchmen]

Quote from buzzy2:

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

thanks, that just made my day

 

[limitdown]

Quote from latinotrader:

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.

what article or news story are you in reference to?