Grouping together the best of the EMinis

Discussion in 'Trading' started by jjf, Jan 15, 2010.

  1. jjf


    Hi there,

    I have never strayed beyond ES and Fx until now, but I want to put an OB/OS alert on say 10 of the more liquid eminis in an effort to condense my trading hours.

    What suggestions do you have for the top 10.

    On second thoughts, why limit myself to eminis ... so what do you consider to be the 10 best trading contracts

    many thanks
  2. F112358


    Trading Liquidity: Futures is a reference chart for speculators. It compares markets according to their per-contract potential for profit and how easily contracts can be bought or sold (i.e., trading liquidity). Each is a proportional measure and is meaningful only when compared to others in the same column. The number in the “Contracts to Trade for Equal Dollar Profit” column shows how many contracts of one commodity must be traded to obtain the same potential return as another commodity. Contracts to Trade = (Tick $ value) x (3-year Maximum Price Excursion). “Relative Contract Liquidity” places commodities in descending order according to how easily all of their contracts can be traded. Commodities at the top of the list are easiest to buy and sell; commodities at the bottom of the list are the most difficult. “Relative Contract Liquidity” is the number of contracts to trade times total open interest times a volume factor, which is the greater of: 1 or exp (1n (volume) / 1n (5000)) - 2.
  3. Just my opinion.

    1. ES
    2. ESX
    3. DAX
    4. CL
    5. HSI
    6. HHI
    7. Nikkei 225
    8. NG
    9. ZN 10 Year T-Bond
    10. TF
  4. I guess you don't trade currency?
  5. Very rarely, and only if there is an extreme move up or down.
  6. 6E (Euro) seems to trend fairly nicely and is quite active during both the London and US sessions.