Rate the Markets by daily Range in Percentage Filter

[rollsafe]

I am looking for a list or list where I can find the major Futures Markets both US and EU ranked by daily percentage range.

I need a list of markets that shows me what the highest ranking ( percentage based ) markets are.

I want to trade the markets with the widest intraday range in percentage !

Most active traders usually trade in markets that will get them the most bang for the buck i.e. what markets have the largest intraday ranges (from high to low).
In a table, I want to highlight the markets with the highest average intraday range over the last X number of days ( 5 days, week month).


Where can I find such a list/filter ?

Thanks

 

[arabianights]

A lot of derivatives lack a theoretical floor, a theoretical ceiling, or both (this UNLIMITED risk is one reason that they can be so lucrative). What do you want the info for? There are probably volatilily indecies which would measure much the same thing.

 

[grantx]

Rollsafe,

This is a very specific request and you’ll be lucky to find such. You’ll probably need to do it yourself in Excel. I don’t know any sites that provides free historic futures data.

However, for index futures use the underlying cash market values as a proxy (they’ll be close enough for your purpose). Historic daily values for DAX, Stoxx, FTSE, CAC plus the US indices are available at Yahoo finance and can be downloaded into Excel.

Re index futures, any will provide significant potential gain. Stick with the most liquid, eg Eurex’s DJ Euro Stoxx.

Grant.

 

[rollsafe]

Trade the top 10 or top 20

A lot of derivatives lack a theoretical floor, a theoretical ceiling, or both (this UNLIMITED risk is one reason that they can be so lucrative). What do you want the info for? There are probably volatilily indecies which would measure much the same thing.

What do you want the info for?

Trade the top 10 or top 20
Trade the ones with th highest daily range, since I get 5 to 10 signals per market, I want to only trade the ones with the widest range. i.e. the ones with more available !

Thanks

 

[rollsafe]

Rollsafe,

This is a very specific request and you’ll be lucky to find such. You’ll probably need to do it yourself in Excel. I don’t know any sites that provides free historic futures data.

However, for index futures use the underlying cash market values as a proxy (they’ll be close enough for your purpose). Historic daily values for DAX, Stoxx, FTSE, CAC plus the US indices are available at Yahoo finance and can be downloaded into Excel.

Re index futures, any will provide significant potential gain. Stick with the most liquid, eg Eurex’s DJ Euro Stoxx.

Grant.

Trade the top 10 or top 20
Trade the ones with th highest daily range, since I get 5 to 10 signals per market, I want to only trade the ones with the widest range. i.e. the ones with more available !

Where do I find the list of the most liquid?
Thanks

Thanks

 

[grantx]

Rollsafe,

As you’re in Europe, look at Eurex’s DJ Euro Stoxx and Bund futures – over a million contracts per day is not unusual, and you get good intra-day ranges. OK, that’s only two, so instead of trading ten or twenty, multiply your usual size by ten or twenty on two. You should get filled on a 1000 lot at market with these. And let us know how you do.

Good luck.

Grant.

 

[RedGreenBen]

Rollsafe,

Don't forget (possibly stating the obvious and/or incorrect!) that is not the volatility that provides the full answer. A number-crunch of GBP/USD will suggest very little volatility (even in recent weeks!) BUT add in the effect of leverage available in this market and the quote to the 4th decimal place....

RGB.