A contrarian buys when nobody else wants to buy and sells when nobody wants to sell, and that means buying near the top and selling near the bottom. Works great as long as you don't actually buy the top and sell the actual bottom. But few can buy the bottom and sell the top, so why should I worry that I may be the only one who can do it backwards?
So if I trade 2 contracts I'm going to "move the market?" "Look honey, see that spike on the graph? That was my trade! "
It isn't a valid conclusion to say that because the average executed volume is 1.5 contracts, that larger size can't be executed by giving up the bid/ask spread or in some cases 1 additional tick. If your execution plan calls for buying on the bid and selling on the ask then I would say yes, there are no guarantees you will get filled.
I think I may be a scalper. Never really thought of myself as one. I guess I imagined myself being a swing trader. Coming from the long term buy and hold mentality, maybe that was/is easier for me to accept. I dunno. I have learned how you need to baby-sit your positions if you scalp. And that you take different ones. I lost some money recently because of well, life. Didn't get up in the am to take advantage of one pop (because I had blew up my bursitis in one knee the night before, didn't sleep much, iced it all night, etc). I think that's the kind of concentration and ability to be there that people are talking about. Of course, some people scalp 3 to 5 cents, I imagine those are much shorter time frame positions, like 1-5 minutes. I'm more interested in 30-50 cents and I've been holding my day positions for 1-2 hours, and my overnights a day to a week or two, it just depends. I'm also trading only 100 shares right now, with a goal of 1000 and not really interested in more. But I look at Level II screens now. I want to watch prices fluctuate. That seems to be my edge. I need to test it more often live, and with money on the line. But my instinct seems to be right 70-80% of the time. Now, I've just got to get out sooner. As for speed? I've got DSL upstairs. And I have a new speedy laptop that I've been using downstairs via dial-up at just 28.8K. For trading using IB and QT, with simple Level II screens up, the dial up is fine. Where DSL is necessary, to me, is when I want to do research around the web. Pulling up sites, looking at charts, looking for news, etc., then DSL really helps. Your mileage may very, but for getting in and out of positions, dial up has been fine for me.