Zeev, sorry if you already answered this some time ago but on a related note, how do you measure a "position" or "double position"? What is your average size trade (in number of shares) - feel free to abstain from answering this if too personal a question but I'm asking to get a perpective on your response to Da Chief's grammar school mate, Ballistic. I always trade 1,000 share or greater blocks. And on something like QQQ I can easily go 5,000 or 10,000 shares at a time and rarely worry about not getting a good price but something with less volume like a CCMP for instance, I will put in orders of 1-3K at a time.
Thanks.