Apparently, transactions which increase liquidity provide a credit. Clearly, this is an opportunity for profit. To minimize risk, you ideally either want to use a very stable individual stock, or a basket of stocks that together cancel out each other's change in price (negatively correlated). A basket of stocks is harder to manage, but provides more ECN credits per basket transaction. What group of stocks on the NYSE, or Nasdaq, would you select that you would expect to be negatively correlated? I'd prefer fairly liquid stocks priced between $4 and $10. Also, not too many stocks; hard to manage many at the same time in day trading. Also, I am limited to $9900 of capital. 5 minute timer comes on if loss exceeds $50. I am knocked out for the day, if my loss isn't brought below $50 in the 5 minute period. I'm new to trading. Currently, I am just experimenting. My boss encourages this. When I explained this idea to him he told me about "batch" trading.