Hi all, Found this thread on Asian futures: http://www.elitetrader.com/vb/showthread.php?s=&threadid=197419 For software / data the above thread mentions IB, eSignal, CQG. Any other recommendations for automated trading? While potentially I could roll my own system (I know C# and Java) and just pay for data it would probably be quicker to get up and running using an existing platform. I would be interested in Asia or BRIC (Brazil Russia India China) index trading. Not necessarily futures, but definitely indexes. In terms of volume / liquidity what indexes / futures other than Kospi are good to look at? MSCI comes up in google search but how does the volume / liquidity / spread compare to Kospi? Thanks! Stox
Kospi is one of the world's most liquid index futures. The options are also incredibly liquid. I would look at those to start out with. The euro denominated eurostoxx 50 contract is not bad either...
Searching for both Kospi and Euro Stoxx, as of 2008... http://www.elitetrader.com/vb/showthread.php?s=&threadid=129588&perpage=6&pagenumber=2 Top futures contracts by liquidity (in USD notional value): 1. E-mini S&P 500 - CME 2. S&P 500 - CME 3. CAC 40 - Euronext 4. KOSPI 200 5. Dow Jones Euro Stoxx 50 - Eurex 6. DAX - Eurex 7. E-mini Nasdaq-100 - CME 8. FTSE 100 Index - Euronext 9. Nikkei 225 - OSE 10. Topix 11. SPI 200 12. OMX 13. JSE All Share Index 14. S&P CNX Nify 15. Sensex
CAC40 more liquid in USD notional than Kospi? I would be surprised, also Nikkei 225 making the list but not the EuroStoxx contracts... But interesting, maybe I was wrong...I will make an effort to check on those contracts this upcoming week. Could it be that you talk about how much notional each index represents? Or is this really the traded USD notional of the futures?