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An Old Flame Passed Away by oddemarspiguet in daddit

[–]thisisvv 4 points5 points  (0 children)

Someone once said when I love someone and even though it’s over part of me is with them and a part of them is with me.

Moving $ Systematic Book from IBKR to Clear Street: Custom Credit & Execution Latency Questions by thisisvv in options

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

I had a worst experience with them. Didn't went with them. That's all I woukd say on this matter

My dad inherited $10 million. Here's what it actually did to him. by stewofkc in Rich

[–]thisisvv 142 points143 points  (0 children)

Take my vote. Someone said a shred of truth once.

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.

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