Recent content by tier1

Thanks Don. So as I scan the document, you can access Goldman liquidity though Redi as well? I wonder if it is exclusive. I see Fix connectivity.

I am trying to do research on all of the different displayed and non-displayed venues available for accessing liquidity: Right off hand, I can think of: NASDAQ(And all different order types) ARCA (And all different order types) BATS Direct Edge NYSE NYFIX Other dark pools What...

Yes, I know that. Its just that I am talking about the algos that search for the hidden liquidity.

Right, that makes sense. I then question how the darkbook algos do it? It must be in the same fashion.

So are you sending 100 lot marketable limits to the book in this scenario? I can understand that portion and seeing if share size stays the same after your execution, but I didn't follow some of it.

Right, but I am thinking beyond the tape: 100 share order patterns? 1000 share order patterns ? 100 share pings?

What, in your opinion, is the best way to find hidden liquidity off of the ECNs? I am talking about big hidden size. I know of the dark books and such, but I am talking about determining when an order is hiding more size, or patterns that help indicate when hidden size is available for a stock...

This is actually kind of silly, but within Ameritrade, they have real time charting platforms, a lot of indicators included and what have you. The data is reliable so far. I use it daily. And to boot, having an account with them is zero maintainence fee, so the charting tool is free as well...

One word: NanoSolar

Ok, if you basically only paid SEC fee and zero commissions, what do you feel would be your best day trading strategy? I am curious as to what people think. Scalping? High frequency?

Ok, if you basically only paid SEC fee and zero commissions, what do you feel would be your best day trading strategy? I am curious as to what people think. Scalping? High frequency?