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Will probably only be available to HFTs now. https://www.bloomberg.com/news/articles/2020-08-08/robintrack-chronicler-of-day-trader-stock-demand-to-shut-down

You need to ask your broker how short vetting is implemented and if it may cause delays. Do you measure latency in acks for long vs short sells?

How do you get shares to short?

I know this thread is not about DAS, but could you give some reasons? Did you connect to IB? Thinking of switching from TOS to DAS for charting.

Specifically? PM me if you don’t want to disclose

@Dazz, this FREE video alone is better than 90% of paid material out there. This is very specific description of steps he took to get consistent. Obviously, there’s a limit to what you will get for free. That is only fair, imo.

Another gem from SMB. Interesting discussion on how you can learn from profitable traders, but not quite copy them.

Why should it be? Trading for big guys is a game of hide and seek - hide intent and seek liquidity.

I was talking about higher beta stocks, but I think if you can make money day trading SPY, you should be able to make money trading SPY weeklies. In fact, I was thinking of writing an algo that would shadow my equity trading with options. Should be a fun project for future.

You are confusing listing with trading. Let’s say you want to buy AAPL. You can send your order to NASDAQ or Arca or EdgeX, etc. If you sent your order to NASDAQ, it will be published on TotalView, but if you sent to Arca, you will only only see it if you subscribe to Arca Book. So to see...

I was attending below room and I like the guy who runs it. IMHO, his method is valid, but I hate illiquid instruments and day trading options would frustrate the hell out of me :) http://www.tradewithjoe.com/

Can you please explain why day trading options is better/safer than just trading options?

What’s a very good price? I assume your order will wait for up to 100ms to be crossed. If the time of auction is not randomized, sounds to me like good opportunity for HFT to game it.

How do you handle this in your backtests? Do you just remove largest winners assuming they were not shortable and see if strategy still viable?

You have open orders and/or positions. What you have above is redundant.

K, got it, thanks. But there’s big difference - on eBay you can bid something up risk free. To do this in liquid markets you actually have to lift offers.

What is definition of shill buyers/sellers?

No different from hidden orders, mid-pegs, or just (legit) dark pools. What price will you send to the auction - mid of NBBO?

What would you price your order at? I don't really understand what problem such continuous auctions solve.

I don’t get it. Wouldn’t you be better off just getting average price over 1/10 of a second interval? If you put a large order for such auction and don’t move it, it will be figured out. If you constantly move it with market, it’s just another hidden order like mid-peg and benefits from being...