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 John
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 âContracts to Trade for Equal Dollar Profitâ 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). âRelative Contract Liquidityâ 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. âRelative Contract Liquidityâ 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.
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