Recent content by Iggy_Type_R

Thank you for the PMs and replies above.

This is what I am asking - if you enter it into a spreadsheet on face value there are 100 brokers cheaper than IB - but there is fine print in those that is not clear - hence my post.

Thanks for the replies: * MKT orders = always removing liquidity (no rebates) * With MKT orders you're pretty much same as cost plus (as far as I've modelled) but flat is predictable and easier to model/track * $40 commissions * 30 trades = $1200 per day in commissions, $1200 / $0.01...

Hi, I am currently investigating our commissions management structure and coming up with a bit of :confused: Current situation: trading average 40 positions a day, clocking up on average of $30 per trade (both ways) using IB, flat rate and SMART routing (via API) Having read other...

Thank you for taking the time to reply! I was thinking it's somewhere between 5 and 10 % To answer ur question without innuendoes, I personally cannot reach those limits... But people I work for can.. So this is a legitimate issue. Thanks again

If I tell you that yes I can trade that size you probably won't believe me :D It's more to do with an error in my system backtest. On a few rare occasions it goes and trades a massive lot on one stock... like 40% of the daily volume of an S&P500 constituent. So a "blue chip" style stock...

Thank you, yes Float is more accurate of what I am after... so I can make the question more pointed: what % of the float will move the price? :)

Hi I've been reading a few books on historical instances of people cornering the market... So got me curious... What kind of trade size as a % of daily volume would move the stock price in the direction of the trade... I read somewhere that it's 5% of daily volume but that was someone's...

Thank you for the replies! I appreciate it :) I will stick to MKT orders, it's not worth cutting the commission while cutting profits ;)

Hi, I currently execute all orders as MKT orders (I care more about timing than price) on fairly short holding periods (count in mins/hours). I've been reading about rebates by adding liquidity via someone like BATS but am struggling to really understand how I could change my orders to...

Hi, I have been asked to put together a nice professional presentation on my trading performance for the last 2.5 years which I kept in the most basic of Excel files - just in/out tracking P&L. I need to create something that looks like one of the Hedge Fund reports (example...