To all you guys who trade hundreds of thousands of shares a day, why?: If you lose money its no suprise, you're paying hundreds of thousands of dollars in commisions and fees a year. If you make money and good money, its still not even worth it considering the enourmous amount of risk and expenses you're taking on. Now the best trader I've have ever seen - and I'm sure you guys who check into ET fairly regularly know - is a guy that's probably going to make 100-200k this year trading 100 share lots. He does no more than 10,000 shares a day. Now that's pretty damn impressive.