YM more volatile now it's on Globex?

Quote from sammybea:

I am the first one to say "duh, its market conditions" but I have def noticed its far more volatile on Globex. Going from point A to point B is no longer that smooth. It might go from point A to point B and back to Point A several times within seconds before going to the next level.
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Exactly. There's just more "noise" on it, i.e. a 10-15 point "fuzzy zone" around its current price. The larger swings probably are down to the Dow being more volatile.
 
volatility doesn't depend absolutely on the swich to globex.

as a miniDow trader I can only be very disappointed about the only 5 levels we can se instead of 10 or 20 we had on eCBOT.

For the moment I only see a worsening ....

good trading

B_M_S
 
Quote from Big_M_Surfer:

volatility doesn't depend absolutely on the swich to globex.

as a miniDow trader I can only be very disappointed about the only 5 levels we can se instead of 10 or 20 we had on eCBOT.

For the moment I only see a worsening ....

good trading

B_M_S
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My thinking is that many of the automated trading systems that the quant guys used are programmed for Globex. YM has essentially been a non-factor for the hedge funds due to lack of liquidity. The vol bump and the increased noise I think has very little to do with how many levels you can see versus the inclusion of some of the automated trading that was used for the mini-S&P. Just a theory..
 
yes sammybea,
this can be an explanation of the increased intraday volatility on YM, but I would wait for some days so say it, I think for the moment it is mostly due to the technical levels we are now.

For what concern the 5 levels I don'say they are connected with the incresed volatility, but I only say that it's just less information we have now...and more difficulties to trade...
comparing to all the people trading directly from globex computers that will most probably let them know all the levels :-( and may be other things..

but I don't blame we have to reinforce our edge in other ways..

good trading

B_M_S
 
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