depends on the firm. 100% at some places
the link you provided detail how to do it. However, in a wide market and if you're found someone could push your bid up and up and then hit it
you can shift and add. pandas, numpy, ... are the libraries you want. A for loop is what you don't want
import numpy as np
99% of short trades crushed it. big short2 and original big short are apples and oranges; one got lucky the other was correct
not necessarily hft but it takes $ and access to create/redeem. the nav dislocation is more a liquidity issue.
what does new york have to do with this?
these look good BA, CCL, XOM, VISA (maybe not now exactly)
add CME ICE AMZN GOOGL or any other utility that is a monopoly
and indexes XLE, XME,...
whats the curse?
considering a market is nothing more than a matching engine running on a computer and back office. no floor or office needed
They are selling the dream. Does it work? 100% NO. trading, house flipping, coding academies, sunday morning infomercials with Tom Vu ... all the same
now that there are zero commissions you can scale into long positions with a few shares at a time
buying the offer and selling the bid in an infinite loop due to misconfigured software
:D hilarious if you're referring to futures. no volume there
buy stops are placed above current price
stock - strike = call -put
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