The old metaphor of 'picking pennies in front of a steamroller' still holds in high-frequency trading. Except that without (at least) a few million in cash dep

The old metaphor of 'picking pennies in front of a steamroller' still holds in high-frequency trading. Except that without (at least) a few million in cash deposited with a prime broker you need to pick up a lot more pennies than a bank. (You'll be giving a lot back on a day-to-day basis)