A lot of people wish they could trade more contracts or more shares. But I try to tell them that there is a point of diminishing returns and diminishing productivity - two laws of economics. People have an erroneous impression that, if they could only trade well with a couple of contracts or 100 shares, they could do even better with 100 contracts and thousands of shares. However, that is not quite as attractive as it seems to be, because of the two laws. For one thing, you would be limited to the number of markets or shares in which you could find opportunity without moving prices against yourself. Secondly, your size would mark you as a target for the insiders who are looking to skin large traders when they can. You offer them a juicy target. Sufficiently more contracts or shares can cause you severe management problems with partial fills and split fills. Determining how big you want to be as a trader is important. I'm not saying you shouldn't go for large size. What I am saying is that you must consider your own level of comfort, and your managerial ability in choosing the kind of trader you will be. Just as there are successful large traders, there are also successful small traders.
You can definitely be too big. http://www.treehugger.com/files/2010/07/1991-fattest-u-s-states-thin-as-leanest-in-2009.php