Why are Futures and Forex more popular than stocks for short-term trading?

d08 said:
Absolutely, I had futures in mind as I've never traded forex myself.



Not all strategies have the luxury of waiting in queue and being gamed by faster players, also not all limits are hit and the market might just move away. ES for example has a very big minimum tick especially if you're trading the 5-20 minute time-frame.

There's a thing called strategy diversification and trading multiple uncorrelated instruments (asset diversification). Diversification is as relevant in short term trading as it is in long term trading, you can't build the best equity curve following only one signal.
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Yep; thicker markets make limit orders less likely to get filled.
 
volpunter said:
Thicker markets wha wha what? Sounds more like the douche alarm bells are ringing.
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From my understanding it is more difficult to get filled on a limit order when you may be #498 in the que and price moves away from you. You do not get filled.

Are you saying limit orders in the ES are more likely to be filled than those in the YM?

In thinner markets (fewer contracts on the bid or offer) the price is more likely to bounce around and due to being maybe # 20 in the que you are more likely to be filled.

It's a shame you are incapable of having a civilized discussion.
 
There are thicker markets with high movement as well. A50@SGX does a lot of volume but also moves pretty well. No problems getting filled, albeit its not as thick as ES.
 
WHAT? What you are saying is like saying "a car is much more efficiently built and stronger than a horse hence a car is faster than a horse. Are you saying a buffalo is faster than a horse?"

How much more abuse do normal thinking humans have to take on this website by dumb idiots? I seriously wonder...

wartrace said:
From my understanding it is more difficult to get filled on a limit order when you may be #498 in the que and price moves away from you. You do not get filled.

Are you saying limit orders in the ES are more likely to be filled than those in the YM?

In thinner markets (fewer contracts on the bid or offer) the price is more likely to bounce around and due to being maybe # 20 in the que you are more likely to be filled.

It's a shame you are incapable of having a civilized discussion.
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the terminology "thick" does not even exist in finance parlance. It would look good on most to pick up some basic books written by industry professionals and simply start reading...it's hard to discuss anything when people do not even have the most basic terminology down...


i960 said:
There are thicker markets with high movement as well. A50@SGX does a lot of volume but also moves pretty well. No problems getting filled, albeit its not as thick as ES.
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volpunter said:
WHAT? What you are saying is like saying "a car is much more efficiently built and stronger than a horse hence a car is faster than a horse. Are you saying a buffalo is faster than a horse?"

How much more abuse do normal thinking humans have to take on this website by dumb idiots? I seriously wonder...
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Turns out you would be wrong:

image.jpg

image.jpg
 
volpunter said:
the terminology "thick" does not even exist in finance parlance. It would look good on most to pick up some basic books written by industry professionals and simply start reading...it's hard to discuss anything when people do not even have the most basic terminology down...
More...

http://www.investopedia.com/terms/t/thinmarket.asp

Since "Thin markets" exist in finance parlance the opposite of "thin" is what? Tell us what we should call a market that has 1000+ contracts at each level of the DOM. I have heard several experienced traders refer to that type of market as "Thick" which would make sense as it is the opposite of "thin".

Is it really that difficult to understand what a person means by saying "Thick Market" ?
 
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