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- BlackMage replied Sep 4, 2009
I looked a bit further into this using data from the order books for a couple of futures. I found that a SOBI approach could be useful for things like estimating the "true price", however it does not seem to be useful as a direct trading signal ...
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- BlackMage replied Jun 20, 2009
Also, check out this article:
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- BlackMage replied Aug 14, 2007
I forgot to upload the article...
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