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I don't touch stocks, but my main income comes from trading the arbitrage in the copper markets between London and NY - we're just switching trading platforms from Pats to TT X-Trader Pro (Trading Technologies). I think you can trade stocks via the same platform if you set it up for those instruments - it'll still need to be routed through a clearing broker though.
Penny Stocks on Scottrade and Zecco. I use quite a few different tools, use to work on a old site but couldn't keep up with that and the other work I do. http://www.mybankroll.com