Howard,have definitely seen worse spreads than with avaya corps. on a good day, somewhere in the neighborhood of 2.5% or so. but my objective is to capture double digit moves when order flow has been exhausted in one direction. your observation on latency with respect to some corps and relevant news is accurate and something that i also have been doing for quite a bit now; especially when it comes to earnings; Kemet was a very recent example of this actually.on my algo, i am old school, so it was constructed from scratch by me. ( i have a masters degree in computer science) took along time to tweak and test it, but have been content with results so far. keep in mind its not like i am getting signals on a daily or weekly basis, but when it comes in, its something to legitimately jump on.i have been following the whole DEXO situation. i have a small position in one of my retirement accounts. but nothing that i would trade in size with my regular trading account.
Best Of |
Favorites & Replies |
Start a New Board |
My Fool |
BATS data provided in real-time. NYSE, NASDAQ and NYSEMKT data delayed 15 minutes.
Real-Time prices provided by BATS. Market data provided by Interactive Data.
Company fundamental data provided by Morningstar. Earnings Estimates, Analyst Ra