90% discretionary. Algorithms can't chase this kind of return. Or least I don't know how to systematize this. I have written some python scripts that are set up to give me alerts on price action, certain delta numbers and theta/delta ratios and my account info (margin cushion/excess liq/cash balance). But these are just guidances than anything else. At the end of the day, its just heart-racing, index finger on a 12 year old corded 3-button IBM mouse connected to a 4 year old lenovo laptop running windows 7, good-ol discretionary trading. The reason why trade 40 underlyings is because that's how many underlyings I can see on my IB risk navigator window without having to scroll down, at least on my current multi monitor setup.