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Re: ER2 vs YM and ES
ER2 is actually more liquid than YM. It's kind of like YM on cocaine really. It give you the most potential for gains, but for losses as well, and you have to be willing to deal with the volatility. Slippage is not bad at all. I usually got filled at my stop price. YM is easier on my nerves. But if you have the discipline and nerve to trade ER2 then it does tend to give bigger percentage moves.
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