Recent content by nibbler

Don, I admit - I use fairly wide envelopes (about 1% on both sides on a flat open like this morn, no adjustment for beta, even though my fair value calc called for a 0.55% envelope.) I've been bitten using narrower envelopes - seems more consistent with wider ones, though not as many fills...

1 lousy fill on over 100 orders!!! What the heck is going on? Made a couple of hundred.

Got 1 partial fill on a zillion orders for a grand total of $60 :p

I got 14 fills with a fairly wide envelope today (about .9% on both sides) - many more than for a week or so. Decent profit. As far as stops: they are tricky, of course: stops saved me many'o'times. There were cases when i got taken out of the market at much worse prices than my stop, but...