Any ideas what kind of order type / method should i use, when algorithms, icebergs nor hidden-orders are NOT allowed. Is there better ways to do it than just nibbling small lots 'manually'? Stocks i'm looking for have dollar volume from few hundreds to few thousands per day, some cases no trades at all /day. Thank you!
The old time advice is to make an appointment. If you are looking to buy closely held stocks such as those in Walker's Manual you have to constantly monitor for shares being offered and then jump on them. You are competing with other players in a very small space.
If it were easy to buy them, they wouldn't be that cheap. Be very sure you're willing to hold them on fundamental grounds for the long term (years), because it'll be even harder to sell them if you change your mind than it was to buy them.