need info on algos to purchase/sell in low volume stocks/options

Discussion in 'Automated Trading' started by fredit, Nov 8, 2008.

  1. fredit


    I have a profitable blackbox for low volume options (yes enough to almost always make up for the spread).. but I need some help on best ways to purchase/liquidate options w/ 50-150 vol a day.

    any pointers, books, algos, keywords to look in for in research for building a buying/selling side of a blackbox?