rebate trading ratios

Discussion in 'Order Execution' started by mr19, Sep 27, 2007.

  1. mr19


    Anybody out there trying to capture ECN rebates as part of their trading strategy?

    What is your give/take ratio? Just trying to get an understanding for what is realistic.

    I know there are several other factors, for instance a high give/take ratio with high slippage is obviously not a good strategy.
  2. Hi, I can't get ECN rebate where I am trading, and so can't answer regarding strategies

    I was wondering, is it legal to ECN rebate-trade exclusively as ones strategy for profit?

  3. mr19


    Sure. I believe there are several threads discussing this. Depending on costs I would think it's tough to use that as your primary profit generator. I use it as primarily a yield enhancer for the existing strategies I have, usually providing liquidity on approximately 85-90% of my volume.