Flaw in ARCA open logic nails me

Discussion in 'Order Execution' started by fbell50, Jul 14, 2015.

  1. The ARCA opening auction collars rules have changed since the OP went up (with the ARCA migration to Pillar, they're now NBBO based), but I'm curious if anyone capitalized on this little rules quirk before it went away?

    I planned on it; tested and had it ready to go, but it just never made it into production during what was a busy year. It wasn't endlessly scalable, but could have thrown off some decent "near" risk free cash for a year or so.

    Anyone around to brag about this one?
     
    #11     Jan 10, 2017