Best Index Futures for Intraday-Trading?

Discussion in 'Index Futures' started by gg12, Feb 27, 2007.

  1. gg12


    Various Index futures compared:

    YM, ES, NQ, ER2, DAX, ESTX50

    Interestingly YM, ES are moving faster than NQ, ER2 (see attached graphics).
  2. Did some thing like that also;
    compared some of them on a trend day :cool:
  3. Makes sense as there was huge selling in large caps which really moves the DOW and S&P 500 (which is really the S&P 100). Big caps move the market and if they are all falling those indexes will really dive.

  4. gg12



    I have attached a one week comparison.
    In a crash it makes no big difference what you have...
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  5. gg12


    While the indexes have some 'personality' during 'normal operation' all want through one door if they sell off.

    Where is the diversification?

    Another point is how index futures compare to currency futures. I have added the EUR and the JPY futures to give a relation overview.
  6. ================
    Good points to make a play on words.:cool:

    However I am also glad have focused on a few like SPY/ES,QQQQ Makes IT EASIER TO SPOT BAD QUOTES, good moves.:)
  7. gg12



    I think Qs and IWM should be used for trading.

    I can get 5x leverage on that.
    Are futures always better?
  8. gg12



    ... something I want to add.

    I am convinced now that the ER2 and the DAX are the best futures to trade.

    I have made a big comparision, including EUR, JPY and various other instruments.

    In addition VIX-futures and options are interesting because of massive volatility. But volume is low - caution!
  9. gg12


    What is the BID-ASK volume on futures?

    Example in yesterdays market.

    YM 430 380
    ES 5500 5100
    NQ 1620 1030
    ER2 270 187

    That's a snapshot. I didn't make big statistics, but it shows where the big orders are.
  10. Its' not a matter of big orders... if that's the issue, try to compare with CBOT 10Y Notes or CME Eurodollar... :D
    #10     Mar 6, 2007