The file Arion_2017_Apr_to_Nov.zip likely contains high-frequency trade logs, market data, or backtesting results from Arion Investment Management, a firm that specialized in algorithmic metals arbitrage during 2017. This data set likely reflects strategies aiming to exploit market inefficiencies and statistical arbitrage during a period of growth for the firm. For more details, read the article on the "RISE OF AN INEFFICIENT MARKET" at Arion Investment Management .
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