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Hi Troy,
The S&P is "not" the most liquid. The volume is somewhere around 30,000 to 40,000 contracts
a day. The Bond 600,000 to over 1 million contracts a day.
JD
Troy Kelley wrote:
> Subject:
> Re: S&P slippage
>
> From:
> John Dundee <jdundee@xxxxxxxxxxxxxxx>
>
>
> Traded the S&P full time almost three years. Watched it change radically in this
> time as the daily range expanded almost 3 times what it was three years ago.
> Moved to the more liquid orderly bond market, cut stress, make more money, no
> slippage, able to limit risk to a couple of ticks, no major noise, filled where
> I expect to be and added peace and joy to my daily work again.
>
> --------
>
> This is very helpful information. I have developed a few trading systems over the years,
> only to find out they didn't work because slippage and commission were too high. I am
> hoping that since the S&P is the most liquid market in the world, I will not have this
> problem again. But if I do, I think I can adapt my system to the bond market, if it is
> in fact more "civil", and slippage and commissions are not as big a factor.
>
> Thanks again Jack for this nugget of wisdom,
>
> Troy
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