Of course they come and when I lose it is like walking on top of Sears building in Chicago and everyone is yelling JUMP, LOL, most likely why I don't jump cause "they" want me to jump. You bet I risk much much more than I can make in any one trade-matter of fact most days I make 10% of what I risk-TradeCat understands the risk more than most, you bet it was seven long ass years of losing over 100k. But after all these years, you eventually figure out how to do less losing, you eventually lose concept of money, you learn "Time" is not your friend, you learn that you have not learned enough sometimes, and after awhile few have anything positive to say or anything to expand my knowledge. What most don't want to hear, I hedge each week or readjust OTM PUT options, just in case I am long and markets just stop cause something bad happened, in relative terms they are cheap to me as I won't end up bankrupt. You being negative, might be a good thing for guys on the fence, I don't want retail to loss as they are so little in the market place. Most of the volume in Nasdaq is retail. How about suggesting what works for you, TradeCat? or are you here for cheap drinks and laughs?
I have no experience in the Nasdaq, but is NQ really that thinly traded? Average of daily traded dollar volume is around 20 bln... That sounds pretty decent. Surely it's more volatile at times, because it's the Nasdaq..., but the volume looks good to me. I trade SPI Australia mainly and your average daily volume is more around 3 bln.
I'm always up for cheap drinks and laughs, but indeed it looks like TC is on the down side of his psyche...
NQ trades about 150k contracts a day while the ES averages a couple million. Slippage issues become relevant much sooner with respect to position size with the NQ vs the ES.