I'm usually rolling buy-writes and short puts or spreads on the SPY and QQQ. At times I get stuck with partial fills that meet my limit orders. I'm wondering if I added all-or-none conditions to the order, if I would get poorer fills while I'm middling the market. Intuitively I'd say yes, but can somebody more knowledgeable give me an opinion?
Do All-or-None Orders Negatively Effect Fill Prices?
- Thread starter Jeff82
- Start date
obviously yes. If two orders come in for half your size 10 milliseconds apart they each skip you and you don't get a fill.
I've never used an all-or-none order in my life, because if it's +EV to buy X, then it's +EV to buy X/2.
I've never used an all-or-none order in my life, because if it's +EV to buy X, then it's +EV to buy X/2.
When was the last time you Pray???