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You're right to be skeptical but your alternative does not stand up to scrutiny. If a player indeed had a strong bite, milliseconds after the announcement would be the worst time to execute. This is a time where almost all the liquidity goes away as market participants stand pat. If you had such a view, you would build your position over time, and certainly not incur the huge cost of making large trades at the lowest point in liquidity.



Not if your goal is to make other traders (algos) think that you're acting on market data




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