Recent Content by 9849842

  1. IBKR lowest slippage at MIAX Pearl?

    Thanks for your help on this. Just speculation, but maybe the liquidity adding orders on NYSE / NASDAQ get front-run (or whatever the appropriate...
    Post by: 9849842, Aug 11, 2023 in forum: Order Execution

  2. IBKR lowest slippage at MIAX Pearl?

    Yes. Almost all of the Smart default was marketable. While almost all of the Pearl fills from M axRebate were non-marketable. DOesn't that make...
    Post by: 9849842, Aug 8, 2023 in forum: Order Execution

  3. IBKR lowest slippage at MIAX Pearl?

    Roughly 1500 different tickers over the year. Micro, small and mid caps ranging from 1m - 50m daily liquidity. 89% of the pearl fills were...
    Post by: 9849842, Aug 7, 2023 in forum: Order Execution

  4. IBKR lowest slippage at MIAX Pearl?

    If I calculate my slippage as execution price vs. last traded price at order entry time, what do you think the best routing options / order type...
    Post by: 9849842, Aug 7, 2023 in forum: Order Execution

  5. IBKR lowest slippage at MIAX Pearl?

    - each fill counts as a trade - this is about 50 trades a day over a year - the MaxRebate orders fill about 95% of the volume that the regular...
    Post by: 9849842, Aug 7, 2023 in forum: Order Execution

  6. IBKR lowest slippage at MIAX Pearl?

    For every trade for the past year I placed half the order as a % volume with Smart MaxRebate routing (so favors Pearl) and the other half as a %...
    Post by: 9849842, Aug 3, 2023 in forum: Order Execution

  7. IBKR lowest slippage at MIAX Pearl?

    I've collected slippage data for about 15,000 trades and here is what I've found: - the bulk of orders get filled at either MIAX Pearl, Nasdaq,...
    Thread by: 9849842, Aug 2, 2023, 17 replies, in forum: Order Execution

  8. Portfolio margin calculation at IBKR for options combos

    Does anyone have a rough idea of how the calculation works? I am trying to follow their page on PM and using delta, gamma and vega to estimate it...
    Thread by: 9849842, Jun 22, 2023, 4 replies, in forum: Interactive Brokers

  9. Looking for a executing-broker that specializes in US micro and small caps

    I am looking for the best possible execution prices for micro and small caps, where I would be representing a significant chunk of daily volume....
    Thread by: 9849842, Feb 23, 2023, 14 replies, in forum: Order Execution