Almost 0 slippage on 0 & 1 DTE bot on live with Alpaca

Atomcocuk · 2026-07-11T05:53:52+00:00

=== SUMMARY === - Author reports running a live bot trading 0 & 1 DTE options via Alpaca, with near-zero slippage and a +$450 PNL over 3 days. - Thesis: short-dated, highly liquid options (e.g., SPX, SPY) have negligible slippage, making intraday/very short-term strategies viable. - Quality assessment: Anecdotal evidence from a single small sample; lacks rigorous backtesting, risk metrics, or volume context. More of a personal observation than well-researched DD. === SENTIMENT === NEUTRAL === TRADE IDEAS === No actionable trade ideas in this post. The author describes a general approach (0/1 DTE algo trading) but does not specify any particular ticker, direction, or entry/exit logic.

u/Atomcocuk · Reddit — r/algotrading · July 11, 2026 at 05:53 · ⬆ 15 pts · 💬 26 comments | View on Reddit ↗

AI Summary

Summary

Author reports running a live bot trading 0 & 1 DTE options via Alpaca, with near-zero slippage and a +$450 PNL over 3 days.
Thesis: short-dated, highly liquid options (e.g., SPX, SPY) have negligible slippage, making intraday/very short-term strategies viable.
Quality assessment: Anecdotal evidence from a single small sample; lacks rigorous backtesting, risk metrics, or volume context. More of a personal observation than well-researched DD.

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Comments 26

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