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  1. Q

    Making 40%/year selling SPX options, and huge SPX Margin/BP differences between TDA and IB

    @Rick Langer , thanks for explaining and offering to answer questions. So is above statement correct? If so, is it that you are so far DOTM that you are outside of shock values?
  2. Q

    Payment for order flow

    Is there PFOF in options? Is there hidden liquidity in options? I'm not familiar, but I think very different from US equities.
  3. Q

    Payment for order flow

    I don't know for sure, but it would make a lot of sense :) So as far as I'm concerned, U.S equity markets for retail traders are essentially CFDs run by select HFTs.
  4. Q

    Can a retail trader succeed in algorithmic trading? (Kevin Davey vs Ernest Chan)

    I think you need to determine what the word "works" aka edge is. For example, a simple buy-pullback-while-in-trend strategy works as long as you are in a trend. Is that an edge? A simple mean reversion strategy like Bollinger Bands fade works in mean reverting environment. Is that an edge? I...
  5. Q

    Payment for order flow

    Why would they need to take the other side of such flow when they can simply latency arb it against SIP? Since, as you mentioned, HFTs can identify which customer's flow is toxic then should not be a problem to them - worst case they can simply pass through. So I guess my question is - why is...
  6. Q

    Payment for order flow

    Really? I would assume that any order coming from non-collocated customer would be welcomed. I would not be surprised if brokers sending orders to HFTs intentionally use the slowest equipment ( and/or HFTs intentionally use slowest equipment from/to brokers). This is what bothers me about...
  7. Q

    A Non-Correlated Strategy Trading Journal That Shows Profit

    Just curious, is he "pushing the envelope" being short gamma?
  8. Q

    How to get out of illiquid stocks

    And that is how they get you! :)
  9. Q

    How to get out of illiquid stocks

    How did you get in?
  10. Q

    Market Depth technical analysis is day trading

    Sorry, how can you know if the order was FOK? That info is not available to anyone except whoever sent the order.
  11. Q

    Market Depth technical analysis is day trading

    Isn't this what the bookmap does? All those bubbles represent state of the book at the moment I think. I haven't really looked in any of this in depth ... tmi afaik. https://www.elitetrader.com/et/threads/the-thing-about-trading-breakouts.333541/page-3#post-4938386
  12. Q

    vastly inferior performance in positions in options versus positions in shares.

    So how did it compare to trading in the underlyings?
  13. Q

    Market Depth technical analysis is day trading

    I am not really understanding the concept ... Aren't there plenty apps that slice and dice orderflow in every imaginable way possible? Jigsaw?
  14. Q

    Will the HFT algorithms and AI based trading software be available to retail traders ?

    I'm curious ... Can you think of any legitimate reason in today's markets to place a noticeably large visible resting order?
  15. Q

    I'm worried

    Lol, no I don't think these would qualify :)
  16. Q

    Will the HFT algorithms and AI based trading software be available to retail traders ?

    I'm not sure who that was intended for, but I didn't detect any arrogance in @IAS_LLC answer. I don't think I was arrogant in any way either, just trying to understand your question. Blocking people is the highest form of arrogance/ego, imho.
  17. Q

    Interactive Brokers - EDGEX on Level 2?

    Did you get your answer? I think you need below. One of many confusions with IB is that they bundle things together.
  18. Q

    Will the HFT algorithms and AI based trading software be available to retail traders ?

    How do you define a battle? You see trades bounce off bid and ask but bid and ask stay in place? Iceberg orders (or equivalent) can create this situation, for example.
  19. Q

    Most Useful S/R Lines for Intraday Trading Levels??

    Who said anything about bias? Just silly lines that may or may not be meaningful on a particular day and time for a particular stock you happened to be watching. No bias.
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