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[parent] [thread] 3 comments
1. this_u+(OP)[view] [source] 2025-12-05 13:22:55
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.
replies(1): >>chroma+Mj
2. chroma+Mj[view] [source] 2025-12-05 15:00:25
>>this_u+(OP)
> 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.

replies(1): >>this_u+ov
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3. this_u+ov[view] [source] [discussion] 2025-12-05 15:50:25
>>chroma+Mj
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.

replies(1): >>chroma+OV
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4. chroma+OV[view] [source] [discussion] 2025-12-05 17:38:12
>>this_u+ov
> 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.

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