Liquidity Arbitrage

Discussion in 'Trading' started by jack5, Jul 2, 2003.

  1. jack5


    Does anyone out there do liquidity arbitrage in either gray or black-box format?? I am looking to partner up with a group doing that, fund them, and provide a very low clearing rate.
  2. nitro


    This is fascinating. How can you provide a low clearing rate?

  3. what exactly do you mean? I use a grey box to filter out trades with large bid sizes for my longs and vice versa for shorts. I basically look for offers of 100,000 shares or more for protection, is that what you are talking about?
  4. do not do arb unless you know you can leg out

    if needed to scratch on the trade !