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You must not have been satisfied with the responses the last time you asked this
question. The "speed" of the market move is only part of the equation. Volume
must be factored in also to get some idea of the liquidity.
In the other post you mentioned testing with TS. There are many ways to analyze
volatility with TS. You can use historical vol, you can use daily average
range, you can see how often Std Dev's are eclipsed, you can count gap
openings. It is all a matter of how you trade and what you perceive as fast.
It sounds like you got caught the wrong way on a number. Not much you can do
about it, but obviously markets like Oj and coffee and cotton and lumber, etc
etc etc are not liquid in fast markets.
That is just the risk you take, some people think it is worth it, some don't,
only you can really decide.
Eric
Dean Chahley wrote:
> Hi fellow RT's! I'm looking to expand the number of markets that I currently
> cover. While I have analyzed which work with my strategy, I cannot find out
> how FAST they move (ie. orange juice & coffee mrkts). The markets that I
> look at are: the cme, cbot, nymex, cec (cotton-sugar-cocoa exchange). Could
> someone inform me as to which markets on these exchanges tend move extremely
> quickly resulting in a poor fill?
>
> (Reason I'm asking is I got burnt on an orange juice trade last week, and
> hence, would like to avoid extremely volatile markets...)
>
> Regards,
>
> Dean
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