Matthew: Regarding the Realism Factor and liqudity in the equities. Would trading 2000 shares in a stock that has 100k average daily volume earn a lower place in the liquidity aspect of the realism factor? And factor into that the use of market orders only. Market orders will get filled first is my understanding, and the specialist will even go short to fill market orders. Correct me if I’m wrong on that. Trading only stocks above a certain liquidity and using only market orders are two factors that are within a trader’s control. Please give guidelines for minimum acceptable liquidity in stocks, and also comment on the use of market orders, both with regard to the realism factor. I have’nt started placing trades on C2 yet, but it would be helpful to know these things now.
