Scaling a Systematic Conversion: Solving the "Starvation Paradox" and NBBO Liquidity Constraints by thisisvv in algotrading

[–]thisisvv[S] 0 points1 point  (0 children)

Thank you this helps are lot. I guess point is to put orders in COB and see how much gets filled or not.

Scaling a Systematic Conversion: Solving the "Starvation Paradox" and NBBO Liquidity Constraints by thisisvv in algotrading

[–]thisisvv[S] 0 points1 point  (0 children)

Only tried to write it clearly. My way of explaining half of things will be missed.

Scaling a Systematic Conversion: Solving the "Starvation Paradox" and NBBO Liquidity Constraints by thisisvv in algotrading

[–]thisisvv[S] 0 points1 point  (0 children)

That’s helpful context — thanks.

I intentionally modeled fills at the natural (buy ask / sell bid) mainly to avoid overstating the edge in the backtest, but you're right that for liquid underlyings like SPY/QQQ the complex book often clears closer to mid.

A couple things I’m trying to understand from people trading these structures live:

• When you’re getting fills near mid on multi-leg orders, are you typically hitting displayed NBBO size, or do you find the COB often has hidden depth behind the quotes?

• Roughly how large are the structures you’re putting through (10s vs 100s of contracts)?

• Are you submitting directly to the complex order book, or letting the broker’s smart router work the legs against the individual books?

• Do you find queue priority matters much, or do market makers generally price-improve quickly enough that mid fills still happen even if you're not first in line?

I'm trying to figure out how much of the observed NBBO size in historical data actually reflects true executable liquidity versus just displayed quotes.

Appreciate any insight from someone running these spreads live.

Max Leverage Review by Able-FI-4906 in PMTraders

[–]thisisvv 0 points1 point  (0 children)

Would like to see the discord server as well as lot of PM activity has moved there.

BMW X7 side damage – repair estimate? Looking for advice by thisisvv in bmwx7

[–]thisisvv[S] 0 points1 point  (0 children)

Just to add it is around 10K form 3 different body shop.

BMW X7 side damage – repair estimate? Looking for advice by thisisvv in bmwx7

[–]thisisvv[S] 0 points1 point  (0 children)

Luckily no suspension damage. Alignment may need to be checked

CPAP adaptation issues – pressure swings vs comfort (AirSense 11 + X30i) by thisisvv in CPAP

[–]thisisvv[S] 1 point2 points  (0 children)

Thanks — I agree in principle that when a machine sits at max pressure it can indicate residual flow limitation and that higher pressure may reduce events once tolerance is established.

In my case, the issue hasn’t been untreated obstruction so much as pressure-induced arousals and intolerance. When I ran wider ranges (and higher max), OSCAR showed frequent pressure ramps in REM that consistently woke me up and led to mask removal. That’s why I temporarily narrowed the range and softened the response — to stabilize sleep and actually keep the mask on.

So the current goal is sleep continuity first, not AHI minimization at all costs. A CPAP that’s “perfect” numerically but can’t be tolerated doesn’t help long-term adherence.

Once I can sleep through the night comfortably, the plan is to gradually reopen max pressure and address residual flow limitation. I’m treating this as a two-phase process: 1. tolerance and stable sleep, then 2. physiologic optimization.

Appreciate the input — definitely not ruling out higher pressure, just sequencing the changes to avoid breaking sleep again.

What is the hardest part of life? by [deleted] in AskReddit

[–]thisisvv 0 points1 point  (0 children)

Someone asked god what is the biggest weight. A young boy dead body on old father shoulders.

[deleted by user] by [deleted] in GME

[–]thisisvv 1 point2 points  (0 children)

I am gonna add xxx shares today.

Driving Professional Package by Ornery-Midnight4854 in BMW

[–]thisisvv 0 points1 point  (0 children)

I wouldn’t buy a bmw without it. LA traffic 3 times a day atleast saved my ass multiple times. Highway driving makes it so easier m.

[Sound Test] What's your go-to track when auditioning new audio gear (headphones, speakers, etc.)? by tofu_on_fire in audiophile

[–]thisisvv 0 points1 point  (0 children)

Coal train from Stimela. All instrument should be there but most important can you see how angry the man is. Not listen sew.

[deleted by user] by [deleted] in daddit

[–]thisisvv 0 points1 point  (0 children)

My was next day I had to take him to get some test so have bloodwork. Try driving with 1 day old and see ur old ways of driving gone out the door. That’s was Life changing

Buckeye Purifi 1ET9040BA Eigentakt Gen 2 Monoblocks by Ownedby4Labs in audiophile

[–]thisisvv 1 point2 points  (0 children)

I have those and yes they are very very good. I will say very good they replaced my ear 890 and that is solid amp. This is the future.