Buying And selling hoursTrading calendar & Trade holidaysTrading systemMarket modelsOrder typesVolatility interruptionTick dimensions & liquidity bandPre-trade controlsOrder-to-trade ratio If you are doing would like to consider a layered haircut, Federico suggests trying a minimal degree of layering for the crown of the head. This will give you excess peak at https://docs.google.com/spreadsheets/d/1BI7Z78NjDUwaHrBPBTJMWKEW8oeLcUwF/edit?gid=117013576#gid=117013576