You have decided to buy 100,000 shares of a company. If you send a single giant market order, you will almost certainly pay far more than the current price—your own demand will push the price up before you finish. This chapter shows you how to break that big order into smaller, smarter pieces so you can buy (or sell) without wasting money. We will explore the trade‑offs between speed, cost, and risk, and we will learn how professional traders design algorithms that find liquidity without drawing too much attention.