[citizenpaul]

The market of trading is smaller than the market of business. I don't think most people have ever actually tried trading for real. The frequency with which you can put in a buy/sell order and nothing happens. Then you raise/lower the price several times and nothing still happens because nobody wants to buy or sell at a price that makes you money is much higher than you would imagine. If you've never tried it yourself.

That said, the very concept of selling such information means that it would eliminate any edge and become zero profit anyway.

[davedx]

That only happens if you're trading very illiquid stocks.

[citizenpaul]

I can't tell you the number of times of put in an order on SPY,QQQ,SPX when I found favorable statistical analysis and I could not get filled at any price below the estimated profit potential. Those are some of the most liquid products in the word. I'm not talking pennies either.

Futures are the only thing for me this has never happened on. However no retail broker I'm aware of allows trading futures though API.