Suggestions for liquid electronic futures to trade

Discussion in 'Index Futures' started by SideShowBob, Sep 30, 2006.

  1. I'm looking for liquid electronic futures to trade (with Interactive Brokers) beyond ES, NQ, ER2 and EMD and the currency futures. I've heard that the Dow Jones european futures on Liffe are pretty liquid as are the DAX and some other German futures, can anyone confirm this? What about other futures?

    The goal is to branch out and not be so reliant on 1-2 different contracts for profits.

  2. bob ... most weeks this yr ( I did have a bad week this week )
    I have made good money trading the YI ZI YG ZG contracts )

    these are precious metals futures though and only ZG + YG
    are really liquid if you need to do size and of course they are not as liquid as ES or euro-fx or ZN ( 10 year notes )
  3. I'm not doing size (unless 1 contract counts as size :D) but I would like the ability to scale 1-3 contracts in/out (I don't mind a tick of slippage, but I don't want to get eaten alive on the spread).

  4. ZB, QM.
  5. CBOT gold is good, but if you're looking to avoid a wide spread than stay away from silver. The Globex-traded miNY and full-size crude both move nicely, as does miNY heating oil most days. The DAX is a wild ride. I find the bund on Eurex much more tradeable intraday than futures on US treasuries. I know you mentioned currency futures already, but I get a lot of good setups on the CME Canadian dollar (I had never bothered to look at it until a few months ago).
  6. What he said.

    I use ZN rather than ZB, but pretty much the same diff.

    You'll have to go through a lot of work putting the pieces together, integrating them into your current trading style, and using position sizing so that you have similar R:R ratios in all of'em, but it'll be worth it.