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Articles
Payroll Fridays Turn Market Orders Into Volatility Bets
A trade entered immediately after nonfarm payrolls is exposed to more than the headline jobs number; it is also exposed to price discovery, changing depth and uncertain execution. This piece argues for sizing Payroll Friday orders from a pre-trade liquidity estimate rather than from the quote visible just before the release.
A Buy Limit Is Not a Cost Estimate in a Falling Market
A falling price can make a buy limit feel like discipline, but the limit price is only one part of the execution problem. The harder pre-trade question is the path: no fill, partial fill, spread movement, market depth, and the fallback order after waiting.
Price the Spread Before a Dividend-Capture Trade
Dividend-capture trades are often framed around the cash payout, but the executable return depends on spread, impact, ex-dividend adjustment and position size. The missing pre-trade details can matter more than the dividend headline itself.
Use a Slippage Budget Before Chasing a Surging Stock
A surging stock can still be a poor trade if the entry price absorbs the expected edge. A slippage budget turns the decision from a reaction to the headline into a pre-trade check on spread, depth, order size, and execution risk.
How to Size an Order When the Spread Widens
Wide spreads change the economics of a trade before the position is opened, even when the investment view has not changed. This article lays out a practical way to separate position risk from execution risk, use limit prices, and decide when a smaller order or no order is the cleaner choice.