I am looking to expand outside my main markets (ES and YM) and get into some others. I've been looking at the electronic gold contract on the CBOT (ZG) and a few others (eurodollar and russell). One of the things that concerns me is the liquididty.
Rather than taking the bottom up approach is there a top down way to list contracts by liquidity? The article listed below has the liquidity listed in realitive terms, but I'm not sure that relative listings are the complete picture when considering the trading implications.
Any thoughts?
Futures Liquidity - April 2007