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Sold to whom? What so you mean “seems to work?”

@InAllHonesty, a member with 50 posts should not be so quick to judge a member with over 2k likes. If you here for the right reasons that is.

The guy has 19 subscribers. Which videos did you enjoy? Looks kind of generic - sell DOTM options for stable income - stuff.

Yeah I can say the same about doctors, lawyers, mechanics, etc. Just the way the world works, including mistakes always ending up against your benefit. C’est la vie.

They can use Smart Routers to split large order across exchanges and price levels.

https://www.interactivebrokers.com/en/index.php?f=936&nhf=T

Which exchange did you use?

Exchanges have to pay for network bandwidth as well, so it makes sense that they offload some of the cost. Each access port supports limited amount of messages per second and if you exceed that, you need to purchase additional port...

I agree with your write up above(about delaying the orders). The reason broker may hold your order is because they have to pay the exchange proportionally to amount of traffic used. So if client sends limit order far away from the market and then cancels it, that is a waste of resources that can...

You can ask your broker to provide you with exchange order id, the one that the exchange uses as unique identifier. Then you can contact the exchange help desk and ask what happened. If your broker refuses to provide that and refuses to refund the fees, you should post the name here so we can...

I don’t think so. If his order was actually on exchange’s book, it should have become part of the protected NBBO. I can’t think of any case where resting limit order takes liquidity unless it has some special instructions like peg. Definitely sounds fishy. Are you sure your order was actually...

I will assume the frequency is low, so maybe a few good trades a year? No?

Ok, that I can believe. If you pick your spots, then it’s more of market timing trading, not volatility trading per say. Also, I would not consider CMG low IV stock, I was thinking PFE. May. I ask why using only 5% of capital then?

You are generating 14% returns on 5% of capital trading low IV stocks. Sorry, I don't buy that. Where do you think your edge is? What kind of stocks are we talking about?

Using what % of capital? I assume no leverage is used. Is your average skewed by above average volatility we experienced in 2020?

Well, then answer the question and let’s see if people agree!

Not to get personal, what percentage returns would you consider realistic and from what percent of total capital at risk? I doubt very much anyone can make a living (in US or Spain) selling premium on low volatility stocks and/or indices.

https://www.elitetrader.com/et/threads/find-the-edge.359908/page-3#post-5418136

I second that

@guru, does your method fit my definition of Holy Grail?: A system/method that is able to produce consistent risk-adjusted returns regardless of prevailing market conditions and can persist for the foreseeable future.