Recent content by etrader

I don't know if it's still true but I know for a while the SPX on the CBOE is or use to be the largest liquidity pit in the world.

Belzberg Technologies does http://www.belzberg.com/Products/Products.phtml On the left hand side has destinations

Thanks for your replies, I think you guys are giving a good starting point. I'm thinking of 10 lots of S&P mini's using 5 minute data. I'm also interested in trading Euro's. They're pretty liquid.

Hey, I'm new to elitetrader (as far as joining and posting) and this is my first thread so bear with me. I want to know what people are calculating in there trading strategies for slippage. I'm a stock guy so I normally set it to 10 cents. I'm interested in trading futures (S&P+Nasdaq...