Massive orders to neutralize their positions and just collect the fees, for the most part (winning on the actual trade is just gravy).  When you have "portfolio margin" you can get absolutely NUTZ exposure and long as it's neutral exposure.  They use algos to measure your risk which sets your margin instead of hard and fast rules used for standard margin accounts.  Even the market makers follow the same margin rules (they're supposed to) but imagine if your game is getting paid to make the market so a broker can collect commissions without risk....how large you can get with say a 1 billion dollar account that you are constantly maintaining at delta neutral without hitting your margin limit? Incredibly large.