- Assume that the markets are inefficient, rigged, dominated by big players and similar market makers.- Assume that the ordinary text-book and mathematical approach has some important deficiencies.Looking from a trading perspective, does anyone have knowledge on good books, blogs, articles etc. which cover this topic and - most importantly - reveals some of these (not so well-reputed) trading strategies? The area might be stocks, electricity and other commodities, less-liquid markets and so on. Best,VolatilityMan

Dividend capture in the options market is a good example. In looking for a good link for you, Ifound it nicely discussed here,which has some other things on your list. Also, I see the dividend play itself was apparently squashedby this rule change, although I don't have any first hand knowledge.

I've read the links and from what I can tell the best and most informative explanation - when transferred to the electricity prices - are the "spread trading". The reason why I asked the question is due to a discussion I had with a colleague who worked as consultant for several major commodity trading firms. And from what I can understand, trading did not only rely on nice models and fancy mathematics. Often is was a question about leading the market in one direction and then completely change the strategy... That and other "manipulative" actions which cannot be captured by the models. Therefore, I would really enjoy to learn more about these... how to express them... where one base the trading actions on a more "military strategy" or "chess" kind of approach (I really don't like using the word "psychology" since it is much more strategic just as a military combat)I have done some googling and tried to model such behaviour. Without much success so far, unfortunately.