they consistent match, not beat.

<t>The gama portion is predictable. Short ETFs and levered ETFs are all short gamma due to their one day return horizon (they need to be rehedged daily). However, the end of day trade for a levered or short ETF is the sum of the gamma and the contribution withdrawal activity. It is the contributions...

are they NASDAQ names?

the other question (besides what type of listings you are trading and where) is hwat size you are trading at the open? Do you know the %ADV you are attempting to trade at the open? It can have a significant impact.

<t>Do the logs show which exchanges the new broker is executing on? For NYSE listed? and NASDAQ?It is possible to get the official opening print for NYSE listed stocks as long as your order is with the NYSE specialist in sufficient time. The specialist does often open the stocks later than 9:30. Oth...

<t>nothing wrong with getting ahead with better price. the issue for oddlots is that they allow you to get ahead of others without improving on price. for example, if the market is 100,000 shares bid for at 10.01 and 50,000 shares offered at 10.02 you might worry that the price is about to go higher...

<t>to be precise (and isn't this website all about precision) the haircut is not the cash you receive from doing the short. the haircut is the amount above and beyond the cash you receive from the short that you have to post as additional collateral or margin. Vegawizard has a good example. if you u...

the cash is posted as collateral against the short

odd lots can queue jump so they are watched closely for abuse. exchanges watch to make sure you don't take a 1,000 share order and break it into a bunch of 99 share orders to jump the queue. However, if you are left with an oddlot you are allow to jump.

<t>The basis trade is a special form of the EFP in which you do not take possession of the futures. In an EFP trade that starts with you long stock you exchange your stock position for a futures position. In a textbook example the stock you exchange would be identical to the underlying of the future...