how much is it possible to size up? what next?

Discussion in 'Index Futures' started by guardiangel, Feb 20, 2010.

  1. i was just wondering how much can a successful trader size up till?
    and at that point what makes it difficult? liquidity?
    and what to do at that point?
     
  2. You routinely see 100s going off at the inside bid/ask.
     
  3. yeh but is it safe? those guys might be institutions and stuff but would it be easy to get rid of lets say 300 contracts with little slippage when the market moves fast against you?
     
  4. Can't you just watch the Level 2 and see the depth of the market?

    A black swan is of course going to throw a turd in the punch bowl, but take measures to prevent this tragedy if it can break you.
     
  5. cvds16

    cvds16

    I would worry much much much much more about getting profitable in a consistant way than about size problems in liquid futures ....
     
  6. its because i am not worried about consistent profitability thats why i am asking about sizing
     
  7. cvds16

    cvds16

    well, I think you got your priorities all wrong ... size is never the problem ... I am in chat with a trader who does sometimes 700 in a clip in FESX.
     
  8. i do watch level 2 and sometimes its 200 : 200 during slower times of the day. won't that affect the price and won't huge orders affect fills and stuff like that? =/
    just wondering who here has realistically done it over a period of time and whats in your opinion the ideal "maximum" size
     
  9. i like being able to turn a market 3 times- so basically being able to swallow the entire bid / ask +25% * 3. that way you can argue with someone and still win sometimes.
     
  10. you can throw 100,500, 1,000 cars at the ES and no blip on the radar...check out the DOM
     
    #10     Feb 21, 2010