Brokerage Infrastructure: Setting Up Your First Trading Account | Script Data Insights Execution is Infrastructure: Building Your Trading Foundation Most traders lose money not because of their strategy, but because their technical infrastructure was built on sand. The Problem: The "Retail" Execution Trap Most beginners pick a broker based on a "zero commission" ad or a flashy mobile app. This is a fatal mistake. Retail platforms often have poor order routing, high slippage, and restrictive APIs that prevent you from automating your execution. If your broker is the bottleneck, even a winning algorithm will fail in live markets. The Hidden Cost: Free commissions often mean "Payment for Order Flow" (PFOF). You might save $5 in fees but lose $50 in execution price because your order was sold to market makers. The Solution: Professional Gra...