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The problem lies in getting short position filled. My system signals are
nearly equally divided between long and short positions, and the size that one
can trade without a great deal of slippage in many stocks on both sides is
substantially less than it would seem. The requirement for an up-tick to short
often limits the liquidity.
Lawrence Price
Brian wrote:
> Really unless you're trading incredible size most all stocks are extremely
> liquid. Look at average volume to keep up to date on which stock is
> currenty the most liquid. I think for all intents and purposes it doesn't
> matter. Even in a thin market like today, you got filled on a 2000 share
> order easily in the Tier I's and even probably the Tier II. A 2000 lot
> daytrade in even a Tier II stock would go fast on most days and on swing
> trades you have time to accumulate if you have say like 10,000 share order.
> You can dole it out in manageable chunks. I'd say all Tier I and even II
> stocks are very very liquid.
>
> In futures all the major contracts like Bonds, S+P, ND (on most days), ES,
> NQ, S, C, W, LH, LC, FC, SB, KC, etc. They're ALL liquid enough for the
> average and even above average-sized trader I would say. See the liquidity
> chart in TASC mag each month for a sorted list of the most liquid to the
> least liquid futures markets. I think the Euro take the top spot on most
> months.
>
> > -----Original Message-----
> > From: Ian McVicar [mailto:icm63@xxxxxxxxxxx]
> > Sent: Thursday, January 25, 2001 6:34 PM
> > To: OmegaList
> > Subject: What are the most liquid symbols to trade ?
> >
> >
> >
> > Are these the realtime traders favourite symbols...based solely
> > on liquidity...
> >
> > CSCO
> > ES - E mini
> > MSFT
> >
> >
> > Are there any symbols more liquid than these three...only include
> > stocks or
> > futures , Not interested in Financials or Forex.
> >
> > Please list your top 5 in order *most to least liquid*
> >
> > Thanks
> >
> > Ian
> >
> >
> > __________________________________________________________________
> > ___________
> > http://cars.yahoo.com.au/ - Yahoo! Cars
> > - Buy, sell or finance a car..
> >
> >
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