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The 35-year-old retired from professional football in the summer, having played for the likes of Livingston, Middlesbrough, Bradford, Rangers, Hearts and Motherwell.
But his career could have taken a completely different trajectory as a youngster after training with Parma following his breakthrough into the Livingston team.
Speaking on the McCall Talks podcast with Ian McCall, Halliday explained: "I went on trial at Parma, believe it or not.
"All the way to Italy for a two-week trial.
"And I was signing the dotted line away from being a Parma player.
"For whatever reason, a big part of it actually was the money they offered; I couldn't believe how bad it was.
"But I decided to stay and very, very quickly, I think it was my first full season as a first-team player, I went to Middlesbrough."
Halliday had caught the eye after an impressive 16-goal campaign in the third division in Scotland back in the 2009/2010 season and would move on to Middlesbrough as a result.