The IVM ledger: every fill, and the model that was decoration
Every fill, the pair completion breakdown by market, the full per-coin paper record, the implied-vol model that turned out to sort nothing, and the stop written before the first order.
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Three blocks at one lot made money. The two lot block did not. Desk appendix
Desk appendix: everything in the Member appendix plus every tape grade we ran including the dead ends, perps, and the paper lane bars and dates.
Three blocks at one lot made money. The two lot block did not. Member appendix
Member appendix: every block by day, side and asset, fill and partial rates, and the full exchange survey tables.