https://bitcointalk.org/index.php?topic=1710718.msg17143284#msg17143284

Start electrum with -w "c:\path\to\wallet".

If you're using windows, just change a shortcut target so it'll look something like "C:\Program Files (x86)\Electrum\electrum.exe" -w "C:\Users\steven0021\AppData\Roaming\Electrum\wallets\mywallet". Now you'll open mywallet file every time you open that shortcut.