Quote from brokenmarkets:
you have no choice you can only choose stocks,forex, or futures.
what would you choose..
traders working at firms don't have choice .
OK seriously. Look, I don't know what firms you are talking about but traders at most firms certainly do have a choice. And the ones that don't have a choice can't pick and choose regardless so it's a moot point. For example a kid out of college that gets recruited by Goldman to trade the yield curve.
But I don't like your question because the correct answer is volatility. You should choose volatility. And volatility is a slippery sucker. It moves from product to product.
If you put a gun to my families head I would pick futures over stock if I could trade any futures contract all over the world. Simply because as a group, I could probably seek out and find volatility better then if I was confined simply to equities. I assume you have not been trading very long but for those of us that experienced the drought in 2002 to 2007, it was brutal. Over 90% of the equity prop firms folded and it really washed out a lot of guys out of the business.