A little off subject here, but has to be considered. 3 "layers" of personal wealth. Low, Medium and High. $10m would be in the Medium range. Day trading as you know is high risk capital distribution. I would not dedicate all $10m (if that's your 100% trading capital) to high risk trading, even though let's say only 1% of that capital is at risk during any 1 trade (basket or not). I would only do it with say 10% of $1m and use the remainder 90% for med/low risk investments. That's how the pros do it anyway. Yes, they do trade risking even larger amounts than $10m, but what percentage of their whole capital would that be? See, you didn't tell us in your example what %age is $10m of the whole person's capital. It would be more appropriate to discuss this topic establishing the latter. It's not just about how easy or difficult it would be to get filled, it also concerns the correct distribution of trading capital. Do not forget that large banks, that participate in short term trading activities do not generate their main income from doing so, their aim is to hedge against their other longer term investments, that do bring substantially larger returns over a period of time. That's why you don't see day traders, apart from maybe a few, in the Forbes lists.
I agree with u guys.. Maybe private equity deals or takeovers like Gordon Gekko stuff might be a better way to leverage lots of capital.