Is it common to create a tech. system that works for a specific tike of stock? for example, we all know that NASDAQ trades diff than listed, and diff. nasdaq stocsk correlate more with the SPU's than others, stocsk have diff. spreads, etc... Taking into account all the characteristics that determine how stocks differentiate in trading, has anyone ever picked a stock or group of stocks, and "created" a system that works around their daily trading habits, by studying the stock first, and moving on from there..