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How do you reconcile this? If I borrowed your money to deploy this strategy, would you think the same?

I'm writing this half drunk on vacation in Barcelona ... Read a few TA books ... Thought I would be great at trading as my discipline is rock solid! I take voluntary lay off with half a year salary package to keep me afloat. Well, I quickly learned that I have no discipline. The market wasn't...

@GRULSTMRNN, I am of the same opinion. Do you think it has merit? Maybe once you get so big that you become to matter, you can establish a more personal relationship with the broker and they simply know not to take the other side of your trades? But I am pretty sure that if they determine that...

Very good insight, imo. I would like to add something that Linda Raschke said that stuck in my mind - Markets have a tendency to be mean reverting around the open, but trending afterwards. So time of day/session is important to take into consideration.

What does it do? Does it indicate which spreads to watch for possible entry?

Which ones? if you don't mind please.

I agree, single leg slides are boring, but a bit of ramp up first would be nice.

So you have given a thought to automating this but don't think it can be done? Sounds like best option even if performance might degrade.

I'm saying that it's unlikely someone will invest in a black box, especially without track record. Have you considered Fundseeder.com?

... and keep my IP?

The shorter the time frame the quicker you know it's not working so you stop prior to getting yourself in trouble. Best of them, in my opinion, have very little to no DD unless they choose to push it. But scalability is the issue. Let's say you have traded yourself to a million, do you really...

I guess the question is - why couldn't the algo be adapted to go for larger moves?

Does this mean you see 1k+ blocks on the tape or simply more shares trading at same price at same time or both?

Which instruments do they trade? I don't think DOM specifically (vs orderflow, volume profile, etc) is applicable to such liquid instruments as ES or NQ.

Futures?

So who's on the other side of the trade - mostly long equity funds? I would assume they don't constantly hedge their portfolios as it would be too expensive.

Totally agree ... In a way you become a discretionary trader of your automated strategies. Also, very good point about running and monitoring all the strategies daily even on paper to detect when conditions change. Lots of great insight here, imho.

You are referring to retail traders, right? I thought that professional premium sellers are part of the largest institutions and are very sophisticated. Or is there no such thing as professional desks dedicated exclusively to premium selling?

Wait, is this the opposite of below?

Would you mind sharing the mechanics of executing large options orders? Do you go to the market or do you find counter parties elsewhere? Is there IOI for options?