I’m trying to develop a day trading strategy profiting with the rebates in stocks with high liquidity and low volatility, taking advantage of the low spread buying and selling in both sides. I saw the buyouts are the best scenarios to find this conditions.
Is there anybody who works with this kind of strategies? Where can I learn more info to develop it? I want to study more about the technology of the different ECN or other ATS and orders to know the priority of filling the orders, but I…