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Scalping the bid/ask spread?
Started:August 12th, 2013 (02:00 PM) by humseper Views / Replies:1,544 / 3
Last Reply:August 26th, 2013 (12:17 AM) Attachments:0

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Scalping the bid/ask spread?

Old August 12th, 2013, 02:00 PM   #1 (permalink)
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Scalping the bid/ask spread?

Often in the US treasuries, especially, when the volume is low, the price is pretty stable around a price, switching from the bid to the ask. It is possible to scalp til spread between bid/ask, or is that a bad strategy?

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Old August 12th, 2013, 02:00 PM   #2 (permalink)
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Old August 12th, 2013, 02:49 PM   #3 (permalink)
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las vegas
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It may work in theory, but I'm thinkin non-fills and commissions are gonna eat you up pretty good.

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Old August 26th, 2013, 12:17 AM   #4 (permalink)
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Are you talking futures or actual bonds? I have done this using one platform versus another (Btec and eSpeed) but otherwise I don't think you could get enough fills to warrant it

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