markets with the least slippage

Discussion in 'Professional Trading' started by blueraincap, Aug 28, 2015.

  1. For active intraday trading, I often find transaction costs (mainly commission + trading fees) too high. I traded HK stocks before but decided to stop as transaction costs are too high to bear. What are some markets having the lowest (close to zero) transaction costs? I see FX, S&P mini, US single stocks
     
  2. The 10-year futures contracts in the big markets -- TY and Bund.
     
  3. Occam

    Occam

    In the US, I'd say that any futures market with high volume will have the lowest slippage, especially if you're talking about retail-sized trades, as all the liquidity is forced into one place by law.
     
  4. The following futures markets have the smallest median bid-ask, normalised by price volatility.

    NASDAQ, CAC, AEX, S&P 500, FTSE, EUR, GBP, BTP, SOYBEAN, GAS, JPY, AUD, SMI, GOLD, ASX, BUND

    For retail sized trades that is the best measure. US 10 year, incidentally, is about a third more than the cost of bunds.

    GAT
     
  5. 2rosy

    2rosy

    Front month Eurodollars. The bid/ask might stay the same for a week
     
  6. If you don't mind newer concepts in investment and you have some time to research the best trading platforms and clearing networks, bitcoin has probably the lowest net transaction costs.

     
  7. Yes but on a volatility adjusted basis it would be insanelying expensive.

    I would avoid front euro dollars at all costs
    ....