- Looks across a multitude of FX ECN's and liquidity pools for situations where the bid and ask vary wildly across the same pair
- Executes trades and manages the exit when the spreads normalise
- Previously ran autonomously but getting harder to scrape bucket shop brokers now
- Considering building out a smarter version that can hammer thin limit orders and create opportunities for itself
- This trade that lasted about 1.8 seconds
- The algo shorted the red pair, and bought the green, netting ~18 pips before comm
I'm Pete Savva, a day trader, developer at Tech & Tribal, and dad to my son Maximus.
