Recent content by Walter

Discussion is moving to deep philosophy. Let's back to the practice. Please, anyone who daytrades stocks with 5000 shares or more in one positions at stocks like AAPL, FB or other one, please share your experience. Did you faced with some unknown tendencies?

And does anybody daytrades with 5k shares in pos at stocks like appl, fb etc? is it bad idea in general?

Does this fake quotes only for my sterling or they are visible for all participants?

3-5k is position size. Stock volume is 1mln and more

I'm interesting how they do that. There are not a lot of brokers who gives such BP and commissions. I'm not sure that I willn't face with such situation at IB for example, they also use smart routing and internalizing.

thanks for advise, any thoughts about first posts?

Commissions are low, 40 cents per 1000 shares. Standard propreports statement is fully opened. All fees are without extracharge and rebates are set according liquidity flags. But I suppose result may differs if I'll trade directly with 1:1 leverage and overnight possibility. Am I thinking in a...

so as far as my orders goes to broker inventories and he knows about my obligation to close position till the end of the day, does he can do something that will affect on my chances to make money?

I using different routers and increasing position by 100-300 shares. But is it makes sense if orders are internalized from broker side?

and about paper trade. I haven't influence on l2 when paper trade. It becomes crazy when I sending orders. Who trades near nbbo I think should see the same effect. My stocks have 1m+ in day average volume

ok, best way I think to make video of 1-5k orders frontrunnig and blocking. Is it helps to find the answer for this question? Currently execution I have through ETC-clearing, is it matters?

what about the situations, when you enter a market with 5k volume and reaction is opposite moving. When you paper trade or backtesting, result is different. Could it be market reaction on intraday human volume ?

Does anyone can describe a possibility to move a stock against a daytrader? May it be done by his broker or proprietary company? Is it makes sense for them and how they can do that?