Serious question: can you document these price improvements? I am curious how this works in US equities. As you know I come from a largely OTC market....
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Yes this is a very good argument! Totally plausible to me that retail orders do get better execution from SIs than they would if they were on an exchange, precisely because separating out their flow allows price discrimination.
But retail also invests in pension funds, mutual funds etc which now trade on exchange at worse prices (with hedge funds, prop shops etc). So we are to some extent benefiting ~day traders st the expense of careful, responsible pension fund investors (and hedge funds)
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as long as retail doesn’t get sad
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i think we can all agree that the market participant we should all rally round and protect from adverse outcomes, is dave portnoy
End of conversation
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I would love to trade exactly as much as I want to at the prices I want to, but those terrible no good very bad HFTs keep changing the price when i try to shift size
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