There is an inherent uncertainty in the known distribution of arrivals and departures because access to the probabilities trees is congestion adding. Your bot known, the more accurate it wants to find something, the higher the cycle fees, his accuracy demands jam the graph and disturb his findings.
Inherent uncertainty in fair trading is the cause of quantization. When the queues match, mean and variance match; that means the panel trucks can be built to carry the mean number of cases with the probability of overflow and underflow well defined. That is container algebra. If we find that we consistently use four panel trucks,when overflow is often left at tyhe docks, the we requantize, to a diesel semi and containerization algebra works again. All containers filled optimally to have the same red/green risk function, the function has an absolute measurement.
Great, price compression at S&L makes it work. In his model, a hedge is a stable node in two probability graphs. A something is running the trucks much more accurately, so find the appropriate S&L, look for the stable node, that node will be getting surplus bit error, Your bot can bet it like a secret bit error function with trend.
But, more than likely, your bot never gets there in time, nor does the information ever get out in one whole piece for the bot to see it originally. Because all the bots have the same look, and same access. The ones that when are the ones with inside information.
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