YM versus ES fallacy

Discussion in 'Index Futures' started by increasenow, May 24, 2007.

  1. mrbud

    mrbud

    Isn't the ER2 leaving the CME soon? I wonder how that will affect volume.

    Anyone trade the Mini Russel with ICE yet?
     
    #51     Feb 10, 2008
  2. bellamy

    bellamy

    I don't mean to change the scope of the discussion too much ,but if one were considering trading options primarily using verticals and flys any comments about which of these might be the most attractive with respect to fills and slippage.Thanks
     
    #52     Feb 10, 2008
  3. ess1096

    ess1096

    Not sure if this has been mentioned yet but there seems to be a lot of comparing ES tick size vs YM ticks size as if that is comparing risk. The tick size alone is irrelevant.

    If you want to compare the risk you need to compare
    (YM tick value X ATR) vs (ES tick value X ATR)
     
    #53     Feb 10, 2008
  4. DerekD

    DerekD

    Liquidity is your friend.
     
    #54     Feb 10, 2008
  5. If you guys take a look at the daily move of the YM, NQ and ES you will see that on average the return (or loss) is about the same. So in my opinion it doesn't matter what you trade. YM, NQ or ES.
     
    #55     Feb 10, 2008