Comment by this_user
6 hours ago
If you actually were in the industry, you would know that most retail traders don't fail, because they lose a tick here or there on execution, they fail, because their strategies have no edge in the first place.
6 hours ago
If you actually were in the industry, you would know that most retail traders don't fail, because they lose a tick here or there on execution, they fail, because their strategies have no edge in the first place.
> If you actually were in the industry, you would know that most retail traders don't fail, because they lose a tick here or there on execution
Where did I say “retail trader”?
Because “institutional” low-latency market makers trade 1 lot all the time.
The context from parent was obviously that. Instis don't trade on Alpaca.
> Because “institutional” low-latency market makers trade 1 lot all the time.
That sentence alone tells me that you're a LARPer.
> That sentence alone tells me that you're a LARPer
cope.
Equity options are sparse and have 1 order of 1 lot/qty per price. But usually empty. Too many prices and expiration dates.
US treasury bond cash futures (BrokerTec) are almost always 1 lot orders. Multiple orders per level though.
I could go on, but I’m busy as our team of 4’s algos are printing US$500k/hour today.