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You don't provide any of historical data, everything needs to be loaded in?

Don't know much about trading spreads, but isn't the whole point of it to actually trade the spread itself(like spread gets too wide/narrow)? It sounds like you are proposing to trade one instrument and hedge with the other. Is that the intent? What's the point of that? What if they go in...

I don't think so. If you send a limit order to a specific venue, you will get a(some) rebate. You use some artificial order types, you at the mercy of your platform provider. I was under impression that sub-peny is only allowed for internalization and dark pools ... Nothing to do with...

Yes looks good. So I don't understand what the fear is ... You make more than you lose, so the losses are your business expenses. Are you cherry picking your trades when you are live? I can see how someone may not be able to change the behavior, but most are able to at least identify it. What...

Why you hope for that? Whom will it benefit? Wouldn't it be just like Futures market ... Members pay almost nothing, but everyone else paying full/premium price either taking or providing? With maker/taker, one can significantly reduce commissions yet enjoy tighter spreads subsidized by the...

I mean when someone backtests options strategies they must make assumptions on the fills.

Hm ... Big profits? Are the big profits come from sitting through big open/unrealized losses? Have you tried getting consistently small profits? Consistency is the key to your problem, imho.

I wander how people back test something like that!?

How far down? Wouldn't the market maker need to re-price as the underlying moving down fast? I can't imagine the bid not moving in fast markets. There should be multiple MMs. How far OTM is the option? Just trying to learn something while we are on the subject.

I wish they would provide a bit more details, but still entertaining. https://alvarezquanttrading.com/blog/what-to-do-when-you-find-the-holy-grail/ Picture from same blog:

While we are on the topic, I was always wandering if there is much difference between a simple VWAP vs. POC?

You sure it's not your platform?

Looks a bit cherry picked, no?

Look at how fast the underlying (SPY) is moving ... blazing through levels.

Do you believe Fed Put is dead? What percentage drop do you think is needed for the Fed to signal it's back? 30-40%? https://www.cnbc.com/2018/12/20/david-tepper-says-the-fed-put-is-dead-and-so-cash-is-not-so-bad-as-an-investment-now.html

If you are concerned with not loosing lots of money, I think intraday is your BEST choice as a trading style to master. Directional options may be a good choice as well. Do not do any trading(not talking about investing) that involves overnight risk. One day you will wake up with big losses...

There are 896 pages of previous journal and OP didn't even provide EOY stats!? Just cruel! Well, pencil and paper ready...

Damn you, @Buy1Sell2! Stop liking every comment and say something already!

Well followed your link and discovered a bit of a jem right off the bat (from @Handle123). Will start paying attention :) "On days like today when they gap this much on open from previous day, it becomes another dayoff for Scalpers like myself, just way too much volatility. I do well trading...