Let's say I have a trade that has a slight edge on the order of tens of dollars per day, and it trades about 500 shares a day. Over the course of a year, it creates a few thousand dollars. But, in the short run, as I watch it, it's not an amazing trade. No better than working at McDonalds, other than that it's automated and can be run in conjunction with working at McDonalds. If I have (and this is just a fake value) 100 million dollars and not all of my capital is allocated, should I take this edge? And what about if I only have $10,000 (since this is ET, reality may as well be I have 2k dollars and my mom let me put a computer in the basement and open a brokerage account yester-- hang on, brb, mom yelling at me to get a job! .....) I guess, my question is, what kind of "edge" do you throw away in the absense of having better edges elsewhere? If it's purely a capital allocation problem, it's obvious that the money should be allocated towards the better edge. However, if there is infinite capital or lack of a better edge, is this just a personal call? I am more than willing to bet you guys have lame, junky edge strategies. One high frequency firm in Chicago I interviewed said in some cases they'd trade millions of shares and end up with $100 a day, if that, but that it made a few thousand dollars at the end of every year. So I know people do it. Is this kind of like settling for the ugly girl when the bar closes, or is it practical at all?