I have moved into working on a grey box semi-manual trading system recently primarily trading strictly NYSE and NASDAQ securities through a direct access platform. This application is neutral based and geared on adding liquidity (rebates). Long as the box can at least break even during the day, if not loose a few bucks at most I am doing fine long as the market is stable and the algos are able to buy and sell all day with tight spread securities primarily "C" etc. There is some tweaking that needs to be performed, but overall this has potential long as the market conditions do not change rapidly. Typically run the box from 10:30 am - 3:30 pm. If anyone is in the development process as well I would be interested to hear from you. I will update my progress along the way.
