Rebates on wash sales?

Discussion in 'Options' started by qlai, Sep 27, 2021.

  1. qlai

    qlai

  2. Of course it doesn't make sense...that's why he's being charged by the SEC and his brokers.
    Attempting to exploit an illegal loophole.

    You don't need to do illegal, shady, things and practices to get rich. If criminals would simply devote some time and mind to normal, legal, things...they could generate money.
     
    MoreLeverage likes this.
  3. qlai

    qlai

    I mean I don’t understand what the rebates he earned have to do with this? I assume he triggered other retail traders to take liquidity from him by trading against himself. In that case he should have made more than just rebates. How does one make money purely on rebates with wash sales?
     
  4. Just had that convo elsewhere. It can make sense in ultra-volatile memes, where idiots are willing to overpay... say you hit the bid on 100k lots and got some dosh from your broker (shared kickback, because you added liquidity); now you put your options back out at the same price you paid for them, maybe even a penny or two up, and they get grabbed ('cause, aforementioned idiots.) So you didn't make or lose on the round trip... except for the rebate.

    Wash, rinse, repeat.

    Except for the part where it's illegal, a great strategy.
     
    ITM_Latino likes this.
  5. qlai

    qlai

    Well that’s what HFTs/MMs do right? That’s not illegal. But to cross with yourself is illegal. So I am trying to figure out which broker would allow you to take liquidity and charge you less in fees and commissions than the rebates. I thought that is not possible with the way options trade, but I don’t know.
     
  6. It would be nice if the SEC would state what section of regulation was broken.
     
  7. The SEC's complaint charges Gu and Lee with violating Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder and Section 17(a) of the Securities Act of 1933. Without admitting or denying the SEC's allegations, Lee has consented to the entry of a final judgment, subject to court approval, that enjoins him from violating the antifraud provisions and orders him to pay $51,334 in disgorgement, plus $515 in prejudgment interest, and a civil monetary penalty of $25,000.

    What they did was traded between themselves with different brokerage accounts, to create offsetting positions. One broker then gave rebates for creating liquidity and the other didn't charge any for taking it. Zero risk, while pocketing the rebates.
     
    ITM_Latino and BlueWaterSailor like this.
  8. qlai

    qlai

    Which option broker does not charge for taking liquidity in options? I think we all would want to trade there :)
     
  9. newwurldmn

    newwurldmn

    etrade
    Robinhood
    And a slew of others.
     
    ITM_Latino and qlai like this.
  10. qlai

    qlai

    Zero commissions and zero exchange fees? So the broker ate 600k worth of fees in that case?
     
    #10     Sep 28, 2021