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In this video, it is suggested that in high volatility markets, trading algorithms which wait for more confirmation to buy perform better than trading algorithms which buy more quickly, while in low volatility markets, trading algorithms which buy more quickly perform better than trading algorithms which wait for more confirmation to buy.

Is this a universal phenomenon across all asset classes, or is it just a contingent fact about the airline market being studied? If it is widespread, then why? The logic behind this correlation isn't quite obvious to me. Does the same hold for selling (i.e., in high volatility markets, trading algorithms which wait for more confirmation to sell also perform better than trading algorithms which sell more quickly), or is it the ratio of buying confirmation to selling confirmation which matters most?

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