How do bank prop desks manage their large orders? is a martingale or anti martingale system used? I'm specifically interested in outright currency futs.
How are martingales relevant? Aren't they used only for hedging options? If you are talking about something like S&P 500 futures during regular market hours, there is no need for "managing" orders. You can call the pit and request a price for the full 5,000 contracts,