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Regression coefficients for bi-monthly changes in complexity in form of predictable information EeM (a,c) and predictive complexity C (b,d), where algorithmic trading is measured in 20 coarse-grained bins (a,b) and 200 fine-grained bins (c,d), indicating 95% confidence intervals with error bars. *** p < 0.01, ** p < 0.05, * p < 0.1 (N = 520).
