Market Inefficiencies in ECN Gateways

Discussion in 'Professional Trading' started by newmansk, Mar 19, 2008.

  1. newmansk


    I was wondering if anyone out there has used market ineffeciencies through different gateways, ECN's, ATS, Dark Pools to exploit the market on any flaws. These strategies would involve quick exit executions once entered. This is something that would have to be done through professional order execution systems like the ones at prop trading firms.

    I am not looking for people to give away specific strategies to me. That wouldn't fair and I probably won't be able to execute the startegy affectively. I am just wondering what there methodolgy is for researching, exploring, testing and implementing these market inefficient strategies. Basically whats the creative psychological process to finding these strategies.