[comboy]

> You can't buy $InfinteMoney$ worth of stock X in a single transaction, you end up moving the stock price as you buy/sell. This allows others to respond to your activity. At small scales, a system that appears to work will break down at large scales.

OK, true it doesn't work up to infinity, but given how much money there is on the Wall Street, I would imagine that when your activities are big enough to move the market, you are way past the point of wondering what you can and what you cannot afford (say $1B+ not to be too vague). Especially given how many instruments there are out there.

[opendais]

He is trading penny stocks with a market cap is less than $50 million, generally.

http://www.investopedia.com/terms/n/nanocap.asp

The amount of money needed to move the needle on these is very small, its why they are often used in pump & dumps.

He doesn't have anything to do with "Wall Street" which works with stocks that follow SEC rules, commodities, etc. in the way you mean.

[namecast]

Deleted my response when I saw this better one. I'll only add these links as they're good for background:

http://en.wikipedia.org/wiki/Slippage_(finance) http://en.wikipedia.org/wiki/Market_impact