Thank you for the blog, love reading it.
I have a general methodological question. I noticed all your tests are frictionless, is there a reason for this? I realize presenting frictionless results has value, but so does presenting with friction, as many edges disappear or radically erode with friction. I’ll go further and say that a frictionless result does not even prove price anomaly in the academic sense (EMT definition of price anomaly). Interested to hear your take on why not present both results.
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