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Algo trading against predictable order flow.

Has anyone here tried building IB account (or other retail account below 250K$ (My account hovers around 200K without leverage)) trading algorithms based on predictable order flow from institutional investors and large market makers?

My question is not whether these strategies work, I know they do.

What I would like to understand is someone her has experience can they be done with tools available for the retail level account or should they be left to HFT kids with a private fibre connection to exchange and brokers with dark pool access.

I am thinking of strategies like trading against anticipated market impact on ETF balancing or Managed Funds balancing trades before reporting. I have few ideas on mind how to model and quantify these impacts, but they need a bit of work and I would like to know I am not just wasting my time figuring this is one of these things never covering transaction costs...

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Ah and btw. Hi, all! this is my first post here.