Broker against profitable strategies

Discussion in 'Order Execution' started by shh, Feb 14, 2019.

  1. I am the wrong guy sorry. I have no experience with algos, and these broker issues are not on my mind.
     
    #11     Feb 15, 2019
  2. shh

    shh

    I might have confused people alittle bit.

    If I am taking liquidity (using limit order), in a relatively optimal zone, I do not want anyone mirroring me. Because my fills are the priority. I do not want anyone to jump with me, but after I get fully loaded it is fine. Now if the broker or their large client can mirror or reverse engineer we would be competing on limited resources.

    If the strategies are conditional, such as take action A, and if event e happened then take action B, sure the broker does not know when I take action A, but they might be able to reverse engineer that; and every time I take action A and event e happens they jump into my action B, before I get the chance to get a fill. Therefore, they can massively front run my action B; because they have information over my patterns of logic (of course part of it, but that is sufficient to slightly move the market against its true direction)......Hence, as one comment here suggested, one should do best to be usually aligned with the dominant market direction.

    Regarding your question. Sure they want the clients to grow accounts but they might have conflict of interest. Meaning butchering the small retail and selling info to the larger more reliable cash flow institutional client of theirs.

    Consider me paranoid. But better be cautious than sorry
     
    #12     Feb 15, 2019
    billv likes this.
  3. ZBZB

    ZBZB

    IB is a regulated brokerage who just pass your order to the market. Unregulated bucket shops have an a and b book. They hedge orders from customers who are profitable and take the other side of customers who are losing.
     
    #13     Feb 15, 2019
    shh likes this.
  4. Quiet1

    Quiet1

    What a ridiculous thread. I despair, really...

    :banghead:
     
    #14     Feb 15, 2019
    tommcginnis and shh like this.
  5. newwurldmn

    newwurldmn

    Because that’s not their business model.

    The reputations risk would be great.
    The amount of capital they would have to hold in reserve would dilute their earnings.
    And (especially in the retail world) it would be tough to determine who will be a successful trader tomorrow.
     
    #15     Feb 15, 2019
    tommcginnis and shh like this.
  6. Pekelo

    Pekelo

    Why not just identify profitable traders in NOT shallow markets and follow them?(piggybacking) That is not even illegal or amoral. (actually following you with a bigger size might move the market IN YOUR FAVOR) When they jump in front of you specially in a shallow market that can change the spread thus you might not get filled. Then they don't know when to get out, plus they lose out on your commission.

    In short, your idea doesn't make sense...
     
    #16     Feb 15, 2019
    Sig and shh like this.
  7. shh

    shh

    Thanks. Everyone provided some important piece of the puzzle.
     
    #17     Feb 15, 2019
  8. shh

    shh

    Any particular educational thread you suggest me reading?
     
    #18     Feb 15, 2019
  9. Gasparov

    Gasparov

    They don't need a lot of capital to mirror futures traders. They could do it with a thousand or even less. There's no reason not to do it with daytraders IMO
     
    #19     Feb 15, 2019
    shh likes this.
  10. Quiet1

    Quiet1