well i really admire your enthuisiasm for algo trading and...

well i really admire your enthuisiasm for algo trading and certainly have no wish to dampen it in anyway.

but just in case,its not new,its already extensively deployed
among the really large institutions,the big joke was the number of physicists with phds working in these and hedge funds.

algo trading systems have made a very large contribution prior to the gfc,to disrupt markets,in fact some of the more recent arrivals on the worlds rich lists deployed these tactics very successfully.


trading systems are now a matter of contentious debate regarding regulation among the G20.

some of the bigger organisations have invested 2bill or more in computer driven trading,which i might add is very subdued since the gfc when so many hedge funds and instos went belly up.

i watch live data for patterns of price manipulation,thats my whole thing,activity has been relatively slow and without
large amounts of capital to employ it can be a very risky business,part of the reason lies in funding the large number of transactions to skim using HFT,LFT has much higher
riskmetrics,and correspondingly higher holding risk

now for what its worth unless you can hide behind pooled shares {dark pools} as a registered trader you will eventually become known,and this data will be used to assess
the risk to their strategy,its not that you cant make money.

it is more that you will be trying to exploit the inefficiencies of a system that uses data to build better strategies along with the people with PHDs who operate them.

so i guess the real answer might be identifying systems that can be exploited----now that would be interesting.

however given the placement of these operating systems,the enormous variety of algo systems and their goal ,their proximity to the exchange and the corresponding licence agreement to get the location ,not to mention the enormous cost of highend hardware and programmable interfaces---it might be difficult.

and there are lots who either knowingly or not are already competeing.

many of these systems are live in systems,meaning they live in the stock permanently especially higher volume stocks.

so good luck,me i will stick with the low key approach,sticking to good companys,and hopefully it will keep me modestly happy for many years to come.