There is a business opportunity to develop the dominant platform that enables big retail orders to cross with institutional orders to the mutual benefit of both parties.
The heart of the Liquidity Builder is a new Volume Attentive Trade (VAT) order for retail investors and the replacement of the historic convention of time priority for limit orders with the rule that, at a given price, the largest limit order always trade first. A VAT order is a retail limit order with a VAT Delta that specifies how much away from the limit the investor is willing to trade as long as the number of shares involved reaches a specified range.
As a practical matter, institutional orders that execute at a price significantly better than the midpoint of the bid-ask spread are advantageous. And retail investors who can quickly fill their big orders as part of the other side of these institutional orders are hugely better off versus the status quo.
The Liquidity Builder is a dynamic system that continually optimizes the number of shares traded between big retail orders and institutional orders (in some cases, a particularly big retail order may qualify as an institutional order). A virtuous cycle occurs with preference given to investors with a larger number of shares to trade leading to favorable trades in size thereby attracting more investors to use the Liquidity Builder trading platform.