since liquid nyse stocks are usually slow movin' and continue to gyrate around the same prices for pretty long before continuin' in their direction, u can add 2-3k lot every few ticks usin' lmt orders therefore avoidin' the spec and the problem is gone.
that's what i trade every day...especially those down 15-30% and after price settles a hour after the bell volatility is pretty contained...i mean look at those thin consecutive red bars...there price keeps gyratin' for what seems like an eternity before stock keeps tumblin'.
UPS for example. A couple days ago. That was pretty volatile. Or GYI or GM etc.. Those are the ones I'd trade. -SL