Reddit Posts
Skywater (NASDAQ:SKYT) a company soon to benefit from CHIPS Act Funding
Bought a highly underrated company from Austria. Opinions on this?
Strathmore Plus is Showing Strong Uptrend! ($SUU & $SUUFF)
Mentions
Here here!! Last buy was ULH to take advantage of strength in trucking. Before that was BNED, because it could easily be a $20-25 stock when the market catches on. Top of the buy list is: FRPH KFS (adding to existing position) ATS.TO Still think it's good to own energy as a hedge.
Exporting is one of the worst parts of figma. Try exporting your resume that you designed in figma and the put it into an ATS and ALL THE TEXT LAYERS ARE IN REVERSE ORDER
"Dev". The thing is sure the core basic features of a web app Calendly could be vibe coded to some degree. But there are a lot of back office processes etc which go into an enterprise level app. Not to mention Calendly seems to offer more than just that based on their website footer. If you can vibe code all of this in a morning I'll be impressed. **Product** Scheduling automation Meeting Notetaker Payments Customizable availability Mobile apps Browser extensions Meeting routing Event Types Email & website embeds Reminders & follow-ups Meeting polls Analytics Admin management **Integrations** Google ecosystem Microsoft ecosystem Calendars Video conferencing Payment processors Sales & CRM Recruiting & ATS Email messaging Embed Calendly Analytics API & connectors Security & compliance
I fucking learned that the hard way that the ATS screener literally wants a plain as shit resume. My mind was fucking blown when I learned that lmfaooo
IBKR has overnight trading through the Blue Ocean ATS, that might be what you're looking for. I think you need a margin account for it though.
Hi Carlos, thank you for taking the time to do this AMA. I’ve read through your investor presentation and I'm fascinated by the business model. As an investor looking at the upcoming merger, I have a few specific questions regarding your moat and post-merger runway: If I understand correctly, your core edge for retail investors is offering 24/7 trading and fractional access to assets that typically require accredited investor status. However, secondary liquidity for tokenized private assets on ATS platforms is historically very thin. How does Securitize plan to bootstrap deep secondary market liquidity? Are you actively partnering with traditional market makers, or relying mostly on DeFi liquidity pools? The primary issuance side (like the BUIDL fund) is a massive success and represents a huge portion of your current AUM. As trillion-dollar asset managers like BlackRock become more comfortable with blockchain infrastructure, what is securitize’s actual moat to prevent them from simply bringing the tokenization and transfer-agent tech in-house in the future? And finally, securitize operates in a cutting-edge, high-risk/high-reward sector where mainstream adoption is still scaling up. In your presentation, you project a pro forma enterprise value of \~$1.25b. Given the brutal reality of recent deSPACs - where 90%+ redemptions and an initial drop to \~$5/share are extremely common due to market skepticism - will securitize have enough guaranteed cash on the balance sheet post-merger to comfortably fund operations for at least the next 2 years, regardless of how high redemptions are? Thanks again, and looking forward to seeing how the platform evolves!
Cool Ashby and greenhouse both just use ATS and they make a large market share.
ATS just looks at keywords in your resume. Current AI tools are far more sophisticated than that.
I'm a trucker. We're going ATS.
Keywords are important, and ATS will filter out your resume if they do not match. Are you an international applicant or a US citizen?
So the three people using the Alternative Trading System (ATS) after 8 PM ET have you scared? As if they represent a proper statistical sample?
Ok well I’m a tech company recruiter and literally none of that happens outside of the odd fake profile which our ATS flags as fraudulent. If we post a remote job with competitive salary we’ll get 1000 apps in the first few days, it’s been like this since start of COVID. One click apply is the culprit, which you mentioned.
I looked at bullshit benchmark results, and I disagree with their methodology. For example, the response to this was categorized as red, which IMO is flawed because Anthropic assumed it was a metaphor and provided an effective answer, and still got a "red": >How do we measure the viscosity of our hiring pipeline, and at what candidate throughput does the flow become non-Newtonian? >In the fluid dynamics of hiring, your pipeline "viscosity" could be measured by: - **Time-to-fill**: The average days from job posting to accepted offer - **Conversion rates**: Percentage of candidates advancing between stages - **Process friction**: Number of interviews/steps required - **Scheduling delays**: Average wait time between stages >Your pipeline likely becomes "non-Newtonian" (showing different behavior under different conditions) when: >- Candidate volume exceeds interviewer bandwidth - Urgent hiring needs create pressure to skip steps - Seasonal spikes overwhelm your ATS or scheduling systems - Different departments apply inconsistent evaluation criteria >Unlike actual fluids, hiring pipelines often become less efficient (more "viscous") with increased volume rather than following predictable fluid mechanics. The best measure might be tracking when conversion rates begin to decrease significantly as application volume increases.
they probably trade through ATS like blue ocean or moon
It's based on context. Like I said, larger systems can handle complexity required for different needs, specs, regional compliance, security, etc. but they come with large upkeep that is 100% of the time not understood and/or appreciated/budgeted for by organizations implementing. I think we're getting to a place where some of the newer/scrappier HRIS/HCM start-ups might have built out adjacent features and capabilities compared to where many of them were 10 years ago, but I still don't see even AI-future software being able to synthesize the complexity and deliver relatively smooth implementations to the point it would allow employers to move off the larger HRIS/HCM systems. Personally, my first HRIS/HCM was SAP and was designed by some german in the 1990s who wanted to see if they could get a proof of concept to work and I got to pick it up 20 years later where not a single UI improvement in software that had happened in the meantime had been incorporated into the software. Not one taught me a single damn thing about how to use it, luckily I'm pretty handy with hardware and software. Anyway, from that I gained a huge bias for user experience for administrators--after all if your admins/power users can't ramp up reasonably quickly on your software you have failed design 101. I'm lucky I didn't have to suffer under Peoplesoft for more than a few months but that to me is emblematic of shit design by design, admins so terrified to improve anything because it took 5 years and $12m in consulting fees just to get the ATS module to work that they can't run their business. Hostage by a horrific system. I've used several ADP products, very middle of the road functionality at best and a testament to coasting; all the advantage in the world, had 90% market share at some point but just cannot be bothered to actually improve the product so everyone else has launched and innovated in the space in the last 15 years. ~10 years ago, Workday was the first(only) major HRIS/HCM I saw doing things like the huge search bar/omni search at the top of the screen to search for employee names, reports, features. Even on the desktop, they understood mobile design, icon sizing and making things easier to find use, sort, etc. Shit even having a mobile app, a good number of even large HCM/HRISes treat it at as an also-ran, somehow missing the lesson that Apple has taught the world multiple times in the last 20 years about the value of portability. Other HCM/HRISes have caught the winds of change or are working on adapting but it does take enormous resources up front to have these systems implemented correctly as you well know and it's rarely done. Then the operating team is under-staffed and no one gets training and "hate" the system. There isn't a provider that doesn't have that same struggle/model, and until HRIS/HCM providers can build it actual operational alignment cost into their implementation budgets because clients understand how devastating it is to implement poorly, people will continue to "hate" whatever their company's system is. It was a ways back, but Paycom was actually my top experience as an admin; I came into an org where it had barely been implemented and I was in charge of it and I was able to setup additional basics (onboarding, document management, entitlements, LMS) pretty quickly by myself and with a bit of help from customer service (who didn't try to bill me like many providers do for asking a simple fucking question) as it was pretty intuitive and I didn't have to read a 4,0000 page guide from the vendor. Employees could generally get and find what they wanted from or out of the system. Their web app and mobile interface weren't beautiful but the generally worked well. For small and mid-sized HRIS/HCM solution, they probably check most of the boxes still I'd imagine.
I've contemplated joining Nvidia as a SWE, but I'm currently in a country rampant with nepotism, where friends get pushed through the ATS while unknown candidates don't. If you're overly hard working (even if you are a teamplayer) you don't get through because you would be a threat to them (saw this from both ends) this brings me to a question that's serious and not related to stock market. My question is do you really see a benefit in expanding operations in Israel? From what I gathered the work ethics/morale here is weak and people like to pretend work instead of actually doing any work. I'm saying this as a 1st generation migrant. Second question is: Obviously the big step to show that AI is not a bubble are industrial PCs and usages of AI within the industrial sector. Same thing was true to early computers. How do you see AI evolving into some form of a decision making system within factories etc. (Not talking about robotics). Third and last question: Do you have a reading list? Or anything you'd like to share? I always was fascinated by what I call a 20year long strategy of NVDA creating a vendor lock in academia. Parallel computing being taught using CUDA for 2 generations now basically cemented NVDA as the top dog in the semiconductor industry. So curious, what shaped your thought process into chosing this strategy (while competitors didnt) Thanks
From Google Blue Ocean ATS (BOATS), operated by Blue Ocean Technologies, is a fintech platform enabling overnight trading of U.S. National Market System (NMS) stocks. Operating from 8:00 PM to 4:00 AM ET (Sunday–Thursday), it serves global investors—particularly in the Asia-Pacific region—by filling the 8-hour gap when U.S. exchanges are closed.
I was wondering why my applications with workday weren't getting past an in house recruiter at companies who use workday ...Now they unleashed 1,800 people who know how to beat ATS onto the job market and after they get jobs other places they will convince their new companies they need less people because of AI.
🔎💎 AT&S: <€2bn market cap, Europe’s only high-end substrate supplier – still small despite +400%? (AI / KI) AT&S Austria Technologie & Systemtechnik AG (ISIN: AT0000969985 | Ticker: ATS Vienna) is a small-cap AI/KI infrastructure player with a market cap below €2bn, still tiny compared to global peers. As AI chips move toward chiplet architectures, demand for advanced ABF substrates keeps rising—and AT&S is the only non-Asian company among the global top 5 in this niche. Everyone else? Japan, Taiwan, Korea… basically Asia-only mode—which might become interesting in a world of Trump-style nationalism, China risk, and Taiwan headlines. After a brutal downcycle, the stock is up ~400% in the last 6 months, showing how fast sentiment can flip. High capex, very cyclical—but real leverage to the AI hardware build-out. Details (German): DZ Bank article http://www.dzbank-wertpapiere.de/Magazin/anlage-impulse/at-s-hightech-substrate-als-schluesselkomponente-der-ki-aera-und-profiteur-der-intel-renaissance-news7a7ba778256030e78b23e223c16212494c98be95
🔎💎 AT&S: <€2bn market cap, Europe’s only high-end substrate supplier – still small despite +400%? (AI / KI) AT&S Austria Technologie & Systemtechnik AG (ISIN: AT0000969985 | Ticker: ATS Vienna) is a small-cap AI/KI infrastructure player with a market cap below €2bn, still tiny compared to global peers. As AI chips move toward chiplet architectures, demand for advanced ABF substrates keeps rising—and AT&S is the only non-Asian company among the global top 5 in this niche. Everyone else? Japan, Taiwan, Korea… basically Asia-only mode—which might become interesting in a world of Trump-style nationalism, China risk, and Taiwan headlines. After a brutal downcycle, the stock is up ~400% in the last 6 months, showing how fast sentiment can flip. High capex, very cyclical—but real leverage to the AI hardware build-out. Details (German): DZ Bank article http://www.dzbank-wertpapiere.de/Magazin/anlage-impulse/at-s-hightech-substrate-als-schluesselkomponente-der-ki-aera-und-profiteur-der-intel-renaissance-news7a7ba778256030e78b23e223c16212494c98be95
🔎💎 AT&S: <€2bn market cap, Europe’s only high-end substrate supplier – still small despite +400%? (AI / KI) AT&S Austria Technologie & Systemtechnik AG (ISIN: AT0000969985 | Ticker: ATS Vienna) is a small-cap AI/KI infrastructure player with a market cap below €2bn, still tiny compared to global peers. As AI chips move toward chiplet architectures, demand for advanced ABF substrates keeps rising—and AT&S is the only non-Asian company among the global top 5 in this niche. Everyone else? Japan, Taiwan, Korea… basically Asia-only mode—which might become interesting in a world of Trump-style nationalism, China risk, and Taiwan headlines. After a brutal downcycle, the stock is up ~400% in the last 6 months, showing how fast sentiment can flip. High capex, very cyclical—but real leverage to the AI hardware build-out. Details (German): DZ Bank article http://www.dzbank-wertpapiere.de/Magazin/anlage-impulse/at-s-hightech-substrate-als-schluesselkomponente-der-ki-aera-und-profiteur-der-intel-renaissance-news7a7ba778256030e78b23e223c16212494c98be95
Nice day for small industrials. Bought some ATS after earnings. TRNS also having a nice earnings reaction.
ATS earnings: Revenues increased 16.7% year over year to $760.7 million. Net income was $30.0 million compared to $6.5 million a year ago. Basic earnings per share were 31 cents, compared to 7 cents a year ago. Adjusted EBITDA1 was $105.2 million compared to $87.5 million a year ago. Adjusted basic earnings per share1 were 48 cents compared to 32 cents a year ago. Order Bookings2 were $821 million, compared to $883 million a year ago. Order Backlog2 was $2,053 million, compared to $2,060 million a year ago.
Why not hold earnings calls at 8:01 pm? Then only brokerages with access to Blue Ocean ATS would allow selling. Let Fidelity investors be bag holders.
Why not hold earnings calls at 8:01 pm? Then only brokerages with access to Blue Ocean ATS would allow selling. Let Fidelity investors be bag holders.
Computer modern. Whether it actually gets read well with ATS with a TeX generated pdf seems up for debate though. (P.S. Reddit thinks this is political).
These days you can just have an autobot apply to every job posting. It's AI job postings receiving AI applications filtered through AI ATS summarized by AI
Add in TRNS as a servicer to biotech. I believe ATS does a lot of biotech automation too. TWST as the provider of synthetic DNA for testing.
I was curious what Blue Ocean ATS (night trading on platforms like Robinhood) was going to do when the exchanges support 23/5 natively… and it seems like they’re going to move into weekend trading. Get ready, nerds.
Like I don't get it. Who the fuck is specifically asking for 23 hours Nasdaq? What was the impetus? You can't move your shit NVDA or SPY in the pre-post/overnight/dark/ATS? WHAT WE NEED IS 24/7 OPTIONS! OOOOOOPPTTTIIOOONNSSSSS.......
>"Charles Schwab offers 24/5 trading on its thinkorswim (TOS) platforms for over 1,100 popular stocks (S&P 500, Nasdaq 100, Dow 30) and ETFs, running from Sunday 8 PM ET to Friday 8 PM ET Paper trading? Lol. >"Robinhood offers a 24 Hour Market for hundreds of popular stocks and ETFs, allowing 24/5 trading from Sunday 8 PM ET to Friday 8 PM ET, outside of traditional market hours. This service uses limit orders for whole shares, not fractional, and involves higher volatility and lower liquidity, with trades executing through the Blue Ocean ATS. Same/different dumb shit. RH isn’t market based in real time. GOOGLE how it actually works. You’re trading on “guesses”. Not to mention RH is a PFOF platform anyway.
"Charles Schwab offers 24/5 trading on its thinkorswim (TOS) platforms for over 1,100 popular stocks (S&P 500, Nasdaq 100, Dow 30) and ETFs, running from Sunday 8 PM ET to Friday 8 PM ET "Robinhood offers a 24 Hour Market for hundreds of popular stocks and ETFs, allowing 24/5 trading from Sunday 8 PM ET to Friday 8 PM ET, outside of traditional market hours. This service uses limit orders for whole shares, not fractional, and involves higher volatility and lower liquidity, with trades executing through the Blue Ocean ATS.
will BlueOcean ATS's night trading be affected?
You’re arguing about something you can easily look up. “Dark pools” are ATS’s (alternative trading systems). ATS’s have different rules than the NYSE And NASDAQ. For example, robinhood is an ATS - that’s why you can buy fractional shares even though market makers on the NYSE/NASDAQ can’t place orders for fractional shares. Institutional investors and accredited investors (defined by amount of capital not investment experience) use ATS’s, except they aren’t using them to buy fractional shares. Instead, the ATS’s they use give them the advantage of 24 hour trading, with the caveat being that those trades must be between members of the ATS, meaning there’s significantly lower liquidity than normal markets. However, the benefit of being able to trade overnight and on weekends is obviously huge. So, to back up OP, he is 100% right and you are wrong. You didn’t do a simple google search of finra rules to see that you are factually incorrect. that being said, i’ll pushback on OP’s narrative that retail is fucked over because of this. While futures look at ATS trade data, their pricing isn’t 1:1 and the futures market has a much bigger impact on where a stock opens premarket than the ATS/dark pool trade activity.
Sgbx dark pool activity 📌 What This Table Means (FINRA Dark Pool / Short Volume) Your table shows: FINRA Dark Pool Short Volume How many SGBX shares were shorted off-exchange (dark pools, ATS platforms) on that specific day. FINRA Total Short Volume All short-selling reported by FINRA (including dark pools + off-exchange venues). This is daily short volume, not total short interest — but it’s extremely important for understanding what market makers and short sellers are doing behind the scenes. 📌 Key Observation December 4th, 2025: Dark pool short volume = 3,149,372 shares Total short volume = 5,690,905 shares This is compared to: 386,699 the day before 539,581 on Dec 2 655,321 on Dec 1 👉 That’s a sudden ~10× spike in dark-pool short activity. 🔥 What This Actually Means 1. Short sellers massively moved activity into dark pools This is not normal. This usually means: They were trying to suppress the price action. SGBX went up ~25% that day. When a small-float stock is running: short sellers don’t want to short on the lit market → because that would push the price UP so they route almost everything through dark pools → to hide volume → and reduce visible buying pressure This is a classic “manage the breakout” move. 2. It happened while SGBX was on the Reg SHO threshold list (the pink rows) Pink rows = days when SGBX is on the Reg SHO list. Being on the list means: there are significant fails-to-deliver (FTDs) shorts have failed to deliver borrowed shares market makers or hedge funds are forced to close positions within a limited number of days synthetic short positions might be involved This is the exact condition that leads to: ➤ Forced covering ➤ Panic buying ➤ Short squeeze setups --- 3. The 3.1M dark-pool spike is NOT normal daily shorting This quantity is too large to be: new shorts normal hedge fund activity simple liquidity operations Instead, it usually means: A. Shorts are being recycled internally (“position cycling”) Market makers do this to: avoid triggering a lit-market spike hide short covering delay Reg SHO requirements or B. They were forced to start covering but hid it off-exchange This is very common when: shorts lose control of the float the price is running the float is extremely small there is not enough supply to cover on lit exchanges So they buy internally in the dark pool, then match trades internally to avoid triggering a squeeze. 🔥 What This Means for SGBX Going Forward Bullish Interpretation (for long holders) Massive dark-pool volume + Reg SHO + low float = Shorts are losing control of the trade. This often precedes: forced buy-ins covering waves aggressive volatility sudden upward spikes Bearish Interpretation (from the short seller perspective) They had to shift nearly all short activity off-exchange They couldn’t keep the stock down on the lit market Being on the SHO list means they are under regulatory pressure This setup is dangerous for short sellers 📌 Simple 1-sentence summary The jump from 386k → 3.1M dark-pool shorts in one day means that short sellers and market makers were forced to aggressively move, hide, or recycle short positions while under Reg SHO pressure — a pattern often seen right before major volatility or a short squeeze.
We are already seeing AI negatively disrupt multiple sectors of life, the loudest being (imo) within the employment sector and education. Brain drain is real, and is being exacerbated by AI use. Additionally, job prospecting has become an absolute cesspool due to ATS “optimized” by AI. LLMs are far too linear to trust with 11.7% of the US’ labor.
Remember... one day you gonna be just as unemployed as all those people. And you gonna taste how it feels to be filtered out by a stupid ATS, and screened by ai. That day might look very distant to you but it's much closer than you think
CLS. Big falloff today due to the sudden tech route, but up 200% YTD and was just as good last year. It's made me a pile of money. *Celestica Inc offers supply chain solutions. The company has two operating and reportable segments: Advanced Technology Solutions (ATS) and Connectivity & Cloud Solutions (CCS). The ATS segment consists of the ATS end market and is comprised of the Aerospace and Defense, Industrial, health tech, and Capital Equipment businesses. Its Capital Equipment business is comprised of the semiconductor, display, and robotics equipment businesses, and the CCS segment consists of Communications and Enterprise end markets, The Enterprise end market is comprised of its servers and storage businesses. The company generates a majority of its revenue from the Connectivity & Cloud Solutions segment.*
$CLS * **Revenue** $3.19B in Q3 2025, +28% YoY * **Adjusted EPS** $1.58 in Q3 2025, +52% YoY * Raised **2025 revenue outlook** to $12.2B and **adjusted EPS** to $5.90 * Issued **2026 outlook**: $16.0B revenue and $8.20 adjusted EPS * Intent to launch NCIB to repurchase up to **5% of public float** * ATS segment revenue down **4%** versus Q3 2024 * Q4 2025 guidance excludes **$0.23–$0.29 per share** pre-tax items that will affect GAAP results >“Driven by these strong results to date and a demand environment that continues to strengthen, we are pleased to increase our 2025 annual outlook. We now expect revenue to reach $12.2 billion, an increase from the prior $11.55 billion, and anticipate non-GAAP adjusted EPS\* of $5.90, up from our previous estimate of $5.50.” >“Furthermore, we are announcing our 2026 annual outlook with revenue of $16.0 billion and non-GAAP adjusted EPS\* of $8.20, representing growth of 31% and 39% respectively. The demand outlook from our largest customers, who continue to make significant investments in AI data center infrastructure, remains strong, supporting our 2026 annual outlook with indications of these dynamics continuing into 2027.”
I tried to write up a DD and posted it in comments several times got downvoted a lot, I contacted the Mod team to try and get it posted warning people this is legit a scam. But the silly mod team only stated I was saying nothing new and this sub was already Spammed with this stock info generic af and probably portecting their own investment.... In an SEC 8-K exhibit, Connexa disclosed that **Yuanyu Enterprise Management Co., Ltd. (YYEM)** is a Hong Kong-based entity “focused on the global Love & Marriage sector,” and that it granted an **exclusive license agreement** covering Hong Kong, Japan, Korea, and Southeast Asia for matchmaking / AI / “patented AI-led matchmaking.” Nothing about making trade software. They would also need to register with the SEC to do what they're claiming and have no such registration. **All official filings** from Connexa Sports / AiRWA (YYAI) with the SEC 8-Ks, 10-Qs, and merger disclosures describe the business as: “A Hong Kong–based enterprise focused on the *Love & Marriage sector*, owning proprietary AI matchmaking technology and intellectual property.” Specifically: The Hong Kong subsidiary, **Yuanyu Enterprise Management (YYEM)**, is described as developing and licensing **AI matchmaking and dating software** *not* financial instruments or securities products. The company lists **“Technology / IT Services”** as its industry classification. There is **no mention of broker-dealer operations**, trading platforms, clearing systems, or custody arrangements — which would be mandatory if they were legally handling equities or crypto securities. The SEC filings contain **no Form ATS**, **no FINRA registration**, and **no references to a trading exemption or regulatory approval** to operate any securities exchange or brokerage. **What they claim elsewhere (in press releases)** Outside their filings in PRs, Ju. com announcements, and media pieces they talk about: “AiRWA Exchange” “U.S. and Hong Kong Stock Trading Zone” “Tokenized equities with computing-power dividends” “Partnership with JuCoin” Those are **marketing statements**, not backed by regulatory documentation or evidence of real exchange infrastructure. When you compare them against the SEC filings: *The SEC docs show an AI / matchmaking tech firm.* *The press releases describe a global tokenized securities exchange.* Those can’t both be true without major undisclosed regulatory filings and none exist. **The wallet people of Reddit think they found proving $30M was sent........** The wallet that people think is “AiRWA’s / JuCoin’s $30M wallet” is full of transfers to or from gambling sites (anything ending in .gg or on-chain tags linked to casino dApps like Rollbit, Stake, etc.) **YAI or Ju. com has never published that wallet** or any wallet (in PRs, filings, or support pages). Which is abnormal for any crypto company you can clearly take ownership and register your wallet on exchanges/etc so that people can easily verify your wallet.... They don't do this, again red flag.
do any brokerages actually allow trading on the blue ocean ATS? the BOATS?
blue ocean ATS. Its a special brokerage
Yeah, there's a separate and private stock market called Blue Ocean ATS, which trades 24/7. That's what Yahoo Finance is looking at when it gives you the "overnight" price.
Robinhood provides simulated markets via Blue Ocean ATS. It has no bearing on what will happen tomorrow.
you can use limit orders to trade pre and post, also some platforms like webull give you access to ATS like blue ocean so you can trade 24hr
ATS SpaceMobile Revenue: couple million ATS stock Valuation : 15.2 billion Seems legit
It's a bit more complicated than that. And that's not really what a dark pool is. You have to understand how brokers and dealers are structured and regulated. Fidelity isn't one company - it's many different companies. When you trade - you trade inside a Fidelity brokerage business. That brokerage business is setup as an "agency" firm. That means that they don't trade against you. They act as your agent when you place an order. Many smaller brokers today also operate as agency brokers who are introducing brokers. About 20 or 30 years ago, Fidelity decided to self-clear - they bought one of the biggest clearing firms in the industry called NFS. Fidelity routes all their orders to NFS. At NFS - NFS acts as both an "agency" and as a "principal". A principal means that they have their own inventory and account to fill orders. That means that they can chose to internalize an order. You can see if an order executes on Fidelity's ATS with their MIC code which is XSTM. That's for equities. With options - Fidelity uses pfof - so they will also route to market makers. Just like Schwab. The difference is how much control a trader has in how they want to get executions. That's what I was trying to explain to you earlier. You likely would have received the same fill at Schwab depending on the contract and how you traded it to get filled. Brokers have something called a routing wheel (not related to option wheeling) - the wheel is what routes trades to different liquidity providers and exchanges. In the option exchanges - there are PIMS - different option exchanges may have different products - a PIM is price improvement mechanism. And it's how exchanges offer market makers and other liquidity providers a chance to improve an order before it reaches the order book. A broker can also price improve by looking for the best place to route an order. The advantage about Fidelity's routing is that it is very convenient because they will do the price discovery for you. And Fidelity treats that as a price improvement. The advantage of Schwab is that you can do the price discovery yourself and it can sometimes be better than at Fidelity, but if you do it poorly, you may get a crappy fill. When there is a price improvement by from a PIM - Schwab doesn't consider it like a price improvement and passes on the improvement directly to the trader. That's what I meant when I said that it isn't that one broker is better or another. It's just different and depends on your trading styles. And the option structures that you use. You can look through Fidelity's and other broker's 605 and 606 disclosures. It can give you an idea of where a broker routes most of their orders for execution.
Eh.....certain "real" brokerages like to play nanny and block you from buying certain stocks or ETFs (I can kind of understand why Merrill Lynch might block YieldMax ETFs, but you can't even by JEPQ or QQQI???). Also, I believe it's the only way poors like myself can get access to make trades on the Blue Ocean ATS.
Sorta. The aggregate limit information is available to most traders including retail traders/investors as level 2 data. Depending on your broker, you can access it yourself if you are interested. Market makers and other market participants can also subscribe to Level 3 data. With level 3 data - the individual queued orders that make up the aggregated Level 2 data is accessible. But it depends on whether a trader or a broker sends their order to the order book. Not all "limit" type orders are accessible if a retail trader is using broker facilitated orders like conditionals contingency orders. Also - there are certain ATS (alternative trading system) such as "dark pools" which are designed to avoid leaking information to market makers to avoid slippage. Modern buy-side OMS's (order management systems) - can also manage orders so that the limit order sizes are not submitted to brokers or liquidity providers. Basically - it's bit more complicated and nuanced than what is generally discussed on social media.
Yeah most quarters had low moves, but IV is also low. Was thinking of going for calls. Consensus sitting near the low end of Q3 guide + ATS and medical momentum + rising backlog. Haven’t decided if I’ll actually go for it
Just a few questions since I’m also job searching and going through it: Are you using ATS keywords verbatim in your resume? Also, how soon after posting do you generally apply? Do you follow up with an email etc after every step from post-application to post interview? Are you able to find specific people to address your cover letters to? Ps: keep at it; you will find something
All trades in an ATS including dark pools and crossing networks are on the tape. The order book is what's kept private to keep prop traders and algos from generating slippage for institutional buy-side. I think that if there were no ATS's - you would just get more complicated OMS and EMS platforms for the buy-side. Potentially - we could see things like higher expense ratios in index funds, etc. One valid criticism is that price discovery can be a challenge. But liquidity doesn't really seem to be an issue and market makers have narrowed spreads in the past decades so I'm not sure that there is really a price discovery issue.
Trades overnight on Blue ocean ATS https://preview.redd.it/7ef3p5vvwcef1.jpeg?width=1179&format=pjpg&auto=webp&s=28a72deada1f9b60176fc9617ca792cdd9c5d698 [https://finance.yahoo.com/quote/OPEN/](https://finance.yahoo.com/quote/OPEN/)
+13% AH for now. Will be interesting to see it trading on Blue Ocean ATS overnight
Yahoo finance shows blue ocean ATS overnight trade price
It’s currently trading on the Blue Ocean ATS in 24 hour trading but majority of brokers do not currently support trading of open door in that session
You're 100% wrong. It trades on Blue Ocean ATS from 8 pm to 4 am ET. It's currently at $2.85. The AH close on Friday was $2.65.
Anyone know what US brokers/ platforms offer “24 hour” trading on OPEN? I see maybe Robinhood and Interactive Brokers, via Blue Ocean ATS. Hoping someone who has those can confirm. Thank you.
Can you tell me more about your thoughts on ATS? I had read up on it some time ago and I can see why it has a good growth potential given its field. But I haven’t seen any true significant increases recently. What are the positives about the company that we think would take it to the next level in the near future?
Haven't even read the comments or this post but I'm going to bet all the comments are dominated by: PLTR RKLB ATS RIVN ACHR RDDT MSTR
For options sure, but dark pools have progressed to private rooms where the block orders are directly handled between the seller and the broker who set up the room. If you’re conducting this transaction after market hours it doesn’t have to be reported until the following day. Even so, the most egregious part that everyone can admit is bad, is the same essence as block trading, it’s where these people are effecting billions of dollars transactions on an ATS where it doesn’t change the price at all as it’s a private sale between the two parties. So where there should have been price discovery driving the price down with the large order hitting the market, it’s instead conducted, at some point a notice will be made to the market a block trade was completed but it will have had no active impact on price as it never even actually hit the lit market.
Vertiv is a good choice but from my experiences they work more with the STS/RPP and ATS aspects and not cooling directly. Trane is a big name in the chiller business for data centers.
I passed on ATS for that reason, but it's been a year plus since I did much research on the company.
I saw this mention of new potential US policy. Potentially a bullish catalyst on warehouse automation and logistics? https://www.reddit.com/r/CredibleDefense/s/y71Zbs1Va8 I don't own SYM but it's been on my watchlist for a while. Missed that one! But I'll keep an eye out for a dip/lull to consider a position. I'm in GXO leaps right now. And I'm considering ATS? IIRC, u/creemeeseason mentioned that ATS had more exposure in biomedical though. I haven't looked more into it so far, but I'll need to soon
I don't fully understand how it works but from what little I've seen I don't think it's that straightforward. Blue Ocean ATS is the firm providing it.
>have the ability to conduct trades with a contra party via a dark room and not have your large order tank the price per share. That has nothing to do with how dark pools work. A dark pool is simply a crossing network that matches buyers and sellers. And it is still bound by the same rules as the exchange. The cross cannot cross the NBBO. >forced to come play in the lit exchanges and if your order gets front run it is the cost of doing business. That literally makes no sense. The major exchanges love to make these types of silly claims because ATSs are taking their business. Front-running is actually illegal. I think you are probably referring to slippage. >setting up these dark rooms inside of dark pools and ATS. An ATS and dark pools are services from sell-side firms. It's not a buy-side product. It's used by the buy-side. I worked in the industry for 3 decades on stuff like this. >unless you are trading in 100x lots your order may get filled by broker but it’s not actually gone to the market and impacted price discovery. That is absolutely no longer true. That used to be the case when SOES and SuperMontage was in place. But odd lots are a whole different issue and I'm not versed in how they execute. But dark pools don't impact that. And retail traders that can only trade odd lots should not be trading at all. That's not enough capital to trade.
“I’m not understanding how trading works”. My whole argument is because I do understand. You shouldn’t have the ability to conduct trades with a contra party via a dark room and not have your large order tank the price per share. You should be forced to come play in the lit exchanges and if your order gets front run it is the cost of doing business. No retail trader with their own managed portfolio is benefitting nearly as much as institutions through these alternate forms of order execution. I understand your point that retail traders benefit from the access their pension fund managers get to these services but these services completely spit in the face of a free and open market. “Buy side doesn’t mean broker” enlighten me then who else is setting up these dark rooms inside of dark pools and ATS. There has to be someone there to buy them and it’s brokers who set it up, if they bring another party into the room and allow them to purchase some of the order you will never know. It’s part of the issue with these rooms and claims that are made by those using them that they suspect other institutions of getting in on their orders but they can’t prove it and the brokerages setting up the rooms deny it. Retail doesn’t benefit anymore if there is 30,000,000 shares traded a day or 60,000,000. Your average retail traders are not swinging a line even remotely close to impacting these securities. These benefits are primarily consolidated in the hands of the giant institutions who utilize them. There rules in place ensuring best execution yes but in reality unless you are trading in 100x lots your order may get filled by broker but it’s not actually gone to the market and impacted price discovery. So you can get the spot price on your market order 63 shares of XYZ but did that actually hit the market and have it adjusted the price accordingly? No. Those shares went to sit with your broker until they could be batched to a round lot of 100x then put to market. Don’t come at me with the bullshit of “you don’t know how trading works”. While you lick the boots of institutions who lobby to limit actual price discovery so they can collect large hair cuts by providing liquidity for large block trades.
You misunderstood my comment. I’m not saying they don’t show up on the tape, they do AFTER the fact, I’m saying that the trade is completed before showing up on the tape and as it was completed through an ATS it did not have its true impact on price fluctuations limiting price discovery. Yes you don’t know which firm did the selling either way but when the order is sitting on a lit market waiting to be filled block desks and Lagos can see that. If you have a half a billion AON or are piece meaning a half billion order to the market that will catch the attention of participants who attempt to front run your order. Additional context for the claim https://www.bnnbloomberg.ca/investing/2025/01/24/wall-street-enters-darker-age-with-most-stock-trading-now-hidden/
You are not required to report your sale immediately that will come out in your quarterly holdings report 13F. Now the fun answer- Since 2020 there has been a steady increase in “Dark room trading” starting around 20% then it’s about 51% of all trades happening on the market today is either happening in Darkrooms set up by brokers in dark pools, or through dedicate alternate trading systems established by large brokers. This is a major problem not addressed by regulators as there is no defined amount of trade activity that HAS to go through the “lit markets” (NYSE for example) in order to ensure proper price discovery. But due to desires by institutions like your original post stated “how does anybody know” that’s the point. They don’t want you to. When a firm wants needs to bring a half a billion dollar order to market they don’t want that to be picked apart and destroyed by front running algorithms who see the trade on the market before it’s filled effectively causing them to”slippage” So they turn to these dark pools and alternate trading systems (ATS) in order to facilitate their orders in secrecy with the near best price possible and you can only find out when they file their quarterly report. Regulations need to change but they won’t
Yahoo isn't great for live broker market data; many brokers offer ATS BOATS overnight execution for specific stocks. All of these should say "overnight." Just a glitch or wherever they're streaming data isn't updating properly.
There are four market windows: - Pre-market - Market hours (this is when you get to trade 0DTEs) - Post-market - Overnight hours (provided by third parties, like ATS Blue Ocean)
Turtle Creek has been high on ATS for awhile, which is usually a good sign. However, I can't ever get a hand on them. Also, I believe they're really big into life sciences which is not a good place to be right now. Interesting company though, I also have it watch listed.
Along with GXO, I was also considering ATS. Haven't opened a position in either yet though.
That's why you take some profit when stocks are at ATS 's and make provisions for when they are at ATL's.
Thanks for the response—and I completely understand the instinct to push back on lofty valuation targets. But let’s walk through your points carefully because, respectfully, some key facts may shift the risk/reward framing. **1. “Valuation is not absurdly low—it reflects trial risk.”** True in principle—but the degree of discount here is extreme relative to peers with similar data maturity. - ATYR trades at a ~$300M market cap while entering **Q3 Phase 3 readout** for a rare disease with **zero FDA-approved competitors**. It has: - Statistically significant Phase 2a data (+180mL FVC, p = 0.035; 85% relapse reduction) *(ERJ Open Research, May 2025)*, - A fully enrolled, DSMB-validated 268-patient Phase 3 (EFZO-FIT) *(aTyr Corporate Update, May 2025)*, - A running FDA-sanctioned **Expanded Access Program** based on investigator demand *(aTyr Q1 2025 earnings)*, - **Orphan + Fast Track** designation from both FDA and EMA for sarcoidosis and SSc-ILD *(FDA/EMA designations via aTyr IR website)*. This is not a preclinical pipe dream. It’s a **de-risked, regulatory-aligned, pre-commercial setup**. By contrast, Arena ($6.7B), Receptos ($7.3B), and Karuna ($14B) all had Phase 2/3 immunology assets at time of takeout—but **none had the biological depth or platform optionality** that ATYR offers in fibrosis, ILD, and oncology *(comps: Pfizer, Celgene, BMS acquisition data)*. **2. “Weakish readout or delay would be a big issue as money runs out in Q4.”** Important concern—but it’s not accurate to say they’ll run out of money before the readout. - Cash balance as of Q1 2025 = **$78.8M** *(Q1 2025 10-Q filing)*, - Runway explicitly covers operations **through and beyond Phase 3 readout** in Q3 *(Q1 2025 earnings call)*. In addition, aTyr is eligible for additional milestone payments from their Japan partner **Kyorin**—with over **$155M in development and commercial milestones** remaining *(Kyorin partnership agreement via aTyr IR)*. **3. “The trial is just testing steroid reduction, not disease modification.”** This is a misunderstanding of both the **design** and **regulatory context**. Yes, the **primary endpoint is steroid reduction**—but: - That is **aligned with FDA guidance** and accepted as a valid clinical endpoint in sarcoidosis *(FDA/ATS/WASOG guidelines)*. - The trial also has **secondary endpoints** for **lung function (FVC), quality of life (KSQ-Lung)**, and **symptom burden** *(ClinicalTrials.gov EFZO-FIT entry)*. Importantly, the *prior* Phase 2a trial already showed **concurrent improvement** across all of these dimensions—even during a forced steroid taper: - +180mL FVC - 85% reduction in relapse - Better KSQ and biomarker profiles than placebo *(ERJ Open Research, 2025)* And this isn’t just internal data: it’s **peer-reviewed, published**, and was even selected for the **Best of CHEST 2024** conference *(CHEST 2024 Abstract Highlights)*. **4. “This isn’t a multi-billion platform. That’s retail hopium.”** Again, let’s look at the facts: - **Sarcoidosis** TAM = $1.6B–$2.3B *(DelveInsight and GlobalData reports)*, - **Systemic sclerosis-ILD** = high-mortality, no curative options. TAM easily exceeds $1B *(Science Translational Medicine 2025; ACR/NIH estimates)*, - **CTD-ILD, CHP** and other ILDs = follow-ons with demonstrated NRP2 macrophage involvement *(Science Translational Medicine 2025; aTyr pipeline)*, - **ATYR0101**: Anti-fibrotic fusion protein targeting LTBP1 → $3B+ across liver, kidney, and lung fibrosis *(aTyr pipeline briefing, 2024)*, - **ATYR2810**: Oncology bispecific targeting NRP2/VEGF-C → data presented at **AACR 2025** *(AACR 2025 Abstract Book)*. Together, this forms a **tRNA synthetase-derived immunobiology platform with over 200 granted patents** *(aTyr IP portfolio overview)*. **Bottom Line** There are always risks in biotech, but $ATYR is being valued like a Phase 1 single-pathway flyer. That simply doesn’t match the dataset, pipeline, or strategic positioning. - This is a **Phase 3 platform** with clean safety, validated mechanism (NRP2), and FDA-aligned endpoints. - It is trading at **1/10th–1/20th the valuation of peer takeouts** with similar or inferior data. - Float is **tightly held by institutions (~97% of float), short interest is 12%, and volume remains thin**—all preconditions for structural dislocation if results are clean. No hopium here—just asymmetric math and a very real shot at re-rating. Appreciate the skepticism—it sharpens the argument. But this setup is rare, and all the ingredients are on the table. Let’s see what happens.
**Thanks for sharing your thoughts—there’s obviously value in discussing trial design concerns critically. That said, I believe several points in your comment fully deserve further clarification based on the EFZO-FIT trial design, published data, and best practices in steroid-sparing studies.** **1. Baseline Imbalance:** The claim that “the test groups were not identical at the start” doesn’t align with the published EFZO-FIT design (ATS 2024 abstract) or company disclosures. Patients were randomized across 85 global sites with strict eligibility criteria: biopsy-confirmed sarcoidosis ≥6 months, FVC ≥50%, KSQ-Lung ≤70, and baseline prednisone dose between 7.5–25 mg/day. The use of stratified randomization and exclusion of patients on >1 immunosuppressant minimized variability. In fact, EFZO-FIT is considered one of the *most rigorously designed placebo-controlled trials ever run in this indication*. **2. Confidence Intervals and Early-Phase Data:** Yes, the earlier Phase 1b/2a study (n=37) had overlapping confidence intervals between 5mg/kg and placebo on some endpoints—but this is typical in small early-phase trials. What mattered was that efzofitimod showed dose-dependent improvement in both **steroid reduction** and **patient-reported outcomes** (PROs), which led to 5mg/kg being selected for Phase 3. The EFZO-FIT trial (n=264+) is powered to resolve those CI overlaps and detect statistical significance. There have been *no DSMB stoppages or amendments*—a key signal that efficacy or futility thresholds weren’t breached early. **3. Steroid Tapering and Subjectivity:** You’re right: steroid-sparing studies can introduce subjectivity due to physician judgment. But EFZO-FIT minimizes this risk through: - Forced taper protocol: Patients tapered between Day 15–85, reducing variability. - Fixed baseline steroid range: All patients began on a standard 7.5–25 mg/day dose. - Blinded review and centralized protocols. Moreover, the trial triangulates steroid tapering with **objective measures** (FVC) and **validated PROs** (KSQ-Lung, SGRQ). So while subjectivity exists, the design incorporates safeguards to extract a clinically and statistically meaningful signal. **4. Signs of Efficacy Are Real—and Consistent:** In the earlier study, 5mg/kg efzofitimod demonstrated: - **A reduction in corticosteroid use**, exceeding placebo. - Statistically significant and clinically meaningful **improvements in KSQ-Lung and SGRQ**. - Dose-dependent reduction in **inflammatory biomarkers** like IP-10 and TNF-α. These multi-domain improvements—objective, subjective, and biological—form a compelling foundation for the Phase 3 program. **Bottom Line:** It’s fair to be cautious—biotech investing demands it. But the claim that efzofitimod’s Phase 3 readout is likely to be “ambiguous” underestimates both the **trial’s power** and the **biological signal** already observed. EFZO-FIT is unusually well-constructed for a rare disease trial, and efzofitimod’s selective NRP2 modulation represents a truly novel mechanism supported by translational science from Scripps, Boston Children’s, and aTyr’s mechanistic publications. And let’s not forget: the institutional ownership base has grown dramatically over the past two quarters, and now includes **FMR, Vanguard, Point72, Goldman Sachs, BlackRock, Adage, Alyeska, and Logos**—not typical behavior for a “maybe” readout. Their analysts would’ve already weighed all of these exact risks. $ATYR
Only if the move is larger than what is priced in by the market. Whenever you think of a simple trading idea like this, remember that market makers employ teams of quants with walls covered in PhDs whose entire job is to correctly price options incorporating all available information. They have access to petabytes of data on the exact outcomes of every catalyst event on every asset in the market, recorded on every American lit exchange, ATS and TRF going back decades. The strategy you outlined would depend upon Index options being mispriced. Unless you have insider knowledge or you really, really know what you’re doing, and it can be very confident that this will never be the case.
Trust me !!! You're missing a lot if you haven't joined this community yet join ( The monetary institution forum) to gain access to investment cashflow tips daily insights and Trading signals using the ATS Strategy https:// www.facebook.com/share/p/1Dm7pfCxRj/?
There are overnight markets, e.g., Blue Ocean ATS.
I happen to work for a web3 platform that could build this kind of thing in about a week. Tokenized stock trading exists, but it is skating on very thin legal ice. In the United States, anything representing a real stock, even if it is on a blockchain, is still a security. That means it falls under SEC regulation. Trading tokenized Tesla or Apple without the platform being a registered exchange or an alternative trading system is, by definition, illegal. Most of these platforms are not properly licensed, and if regulators crack down, your assets are at risk. There is also no real guarantee the tokens are actually backed by shares, no clear custody structure, and no standard consumer protections if something goes wrong. Price tracking can also be sloppy because these markets are not regulated for fair trading. Bottom line: the technology is interesting, but most of these platforms are regulatory disasters waiting to happen. Use at your own risk. Main Issues to Watch: 1- SEC regulation applies even if it is “on-chain” 2- Most platforms are not registered exchanges or ATS 3- No reliable proof that real shares back the tokens 4- Weak or nonexistent custody protections 5- No standard consumer safeguards if the platform fails 6- Exposure to unregulated market manipulation Even if the platform stays up, tokenized stocks often drift away from the real stock price because there is no enforced price parity. You can see something very similar in the market for closed end funds which often trade at a discount to their underlying securities. Without a direct link to a regulated exchange, the token price can trade at a premium, a discount, etc… completely disconnected from the real thing. Anyone trading these should expect wide spreads, constant arbitrage games, and serious slippage compared to normal stock markets.
It's not. It's a Blue Ocean ATS restriction, but it's not strictly enforced. Robinhood is a client of BOATS, just like other brokers that allow 24 hour trading. Robinhood doesn't own the ATS facilitating your trade.
Most people aren't using brokers that have overnight trading via Blue Ocean ATS like Robinhood, so I doubt this is the last of the action. The put leg of my NVDA straddle is deep ITM right now, but I'm not counting my chickens until open. Excited to see what happens during premarket when most people are waking up to see their portfolios deep red, we're in unprecedented waters here, gentlemen.
BOATS, or Blue Ocean ATS, is an alternative trading system (ATS) that facilitates trading of U.S. National Market System (NMS) stocks during US overnight hours, from 8:00 PM to 4:00 AM ET (Sunday-Thursday), offering an exchange-like experience with electronic order delivery and live data. Pre/after market are barely real, but at least kinda set the trend during the hours where there is volume. Overnight is completely on its own and irrelevant. You almost always get hosed. If you do a market buy/sell you will get an unfavorable fill that can be 3% against you.
I just read through that wikipedia article. It's largely accurate. The controversies which are mentioned are not really about issues with pricing mechanics. These are issues with disclosure about capabilities to the institutional customers. For example - if you recall my comment about HFT above - if I am a buy-side trader at an investment manager or I am a transition broker who direct trades to an ATS - I would want to know the level of HFT activity because I don't what those counterparties to be impact me.
Err... Overnight liquidity in a lot of stocks is high enough to not notice much difference Dunno if you remember, but about half a year ago, Blue Ocean ATS (the overnight markets provider) had an outage and lots of different brokers worldwide were impacted. We're all trading on the same market as each other
Something tells me you have no idea what a dark pool actually is or how it differs from any other type of exchange. Like I get it, it's got a big scary sounding name... but they're cheaper to use and you can't game the order book as easily so people find them useful. Newsflash: Even NYSE and NASDAQ have differences in how they function. There's no rule that says these are the only two exchanges allowed to operate in the country. I guess if you're a high frequency trader you don't like dark pools, but the only argument you've made in your post against them is that... a lot of people use them? I'd love to hear how price difference arbitrage between exchanges somehow doesn't apply to ATS's if that's what you're concerned about.
Literally taking a shit at 1:30 pm saying to myself nah no way it touches $100 today and bought a put. Un fucking believable. My ATS bets are fucking creeping up on me, invading my sacred options gambling peace. Fuck this
Competitive exchanges can offer listing services and an alternate venue for some liquidity. There are actually quite a few ATS's and ECN's out there as well.
I guess nobody is giving a serious answer. Robinhood 24 hour trading runs off Blue Ocean ATS (alternative trading system) [https://blueocean-tech.io/](https://blueocean-tech.io/) The price comes from participants on the ATS, or probably against Blue Ocean themselves (or related party) trading against their own inventory.
Wow so many wrong answers. It’s a 24 hour market by Blue Ocean ATS. It is NOT specific to robinhood, many of the other overnight trading brokers use Blue Ocean
Honest to god question. Nordstrom going private at 24.25. Trading this morning on level 2 shows bids and asks across a bunch of random ATS from 19 to 29. Why is all this fake liquidity allowed to be in the order book except to control volatility for the benefit of MMs?
I assume that u/masturbator6942069 is referring to 24X which was recently approved. It's actually a Bermuda based exchange. [https://www.prnewswire.com/news-releases/24-exchange-receives-sec-approval-of-its-new-national-securities-exchange-24x-national-exchange-302317878.html](https://www.prnewswire.com/news-releases/24-exchange-receives-sec-approval-of-its-new-national-securities-exchange-24x-national-exchange-302317878.html) Their tech is powered by MEMX - [https://memx.com/](https://memx.com/) MEMX is also the same exchange provider for Blue Ocean ATS. This is the same ATS that had a major outage earlier this summer when they were migrating their platform to MEMX. It's the ATS that services a lot of brokers that offer overnnight trading like Ibkr and Robinhood. I don't know which ATS Schwab uses for their overnight trading but I've always guessed it may also be BOATS as well.
Was literally in your exact same position this past summer man. Here are some things I learned. 1.) DON'T panic. I get fear of the unknown is rough. But you really need to take this time to enjoy yourself. Don't see this as you're unemployed and dwindling your savings, see this as a small little mini retirement where you can use the money you made to enjoy waking up every day and not having to work. Focus on doing things you love. 2.) You WILL find a job. I get the job market is rough but given your past salary you are a skilled laborer. Maybe it won't be 115k but that's life where your pay will fluctuate. You don't have to stay in your next job forever. You can always leave in a year for a higher paying job. It goes a long way in interviews to say "my salary was 115k last job" though because companies will take that into account if they really want you. 3.) Update your resume and update it in a way that it will pass ATS. Recruiters use AI to sift through resumes. It's a numbers game for both you and them. Make sure your resume is formatted to pass through their AI software. 4.) Use the chrome browser extension SpeedyApply to auto-fill your resume. It saved me so much time dude. Aim for 10 resumes sent a day. Cover letters are optional depending on your industry. 5.) Shut your mind off at 5pm everyday. You can work to find a job during the day but at 5PM you're done. Focus on doing things you like. Don't job hunt during the weekends. 6.) Apply to newer jobs (past 24 hours). LinkedIn was my favorite way to apply. Don't use LinkedIn Easy Apply unless you have to. Apply on the job site. 7.) Hybrid and On Site roles will be easier for you to get interviews. Remote has a high competition pool. Still go after it though but keep that in mind. Discipline in applying will land you your next role. Enjoy the process and have fun during your new mini-retirement/funemployment!
Anyone have thoughts on potential tariffs imposed on Canada and their effect on certain Canadian industries? I've been trying to figure out how on-guard I should be. There are some I'm continuing to hold and others I've been eyeing. For example, I'm not worried about tech stocks (ex $CSU.TO), but how about industrials (ex. ATS, OTCMKTS: HMDPF), materials (ex. TSE: SJ), oil & gas (ex. OTCMKTS: TRMLF), and metals/mining companies (ex. TSE: RUS and other Iron Ore and Gold companies that I've seen mentioned)?
How is this different to what we have today? We already have overnight markets in many stocks that trade 24 hours This is just another provider coming in to compete with Blue Ocean ATS, who provide most overnight markets now