Swinging in E-mini Nasdaq futures

摘要

If you're looking for frequent trade opportunities, one of the most active approaches is seeking out short-term (five- to 10-minute) price swings in the E-mini Nasdaq. Here, we quantify the scope of these moves and discuss how a nimble trader can use them to profit. If you have the ability and necessary technology to pull the trigger quickly, some of the most profitable trading opportunities can be found in so-called swing trades. These trades capture intermediate moves within the prevailing trend for quick-hit profits. The E-mini Nasdaq (NQ) futures market lends itself well to this strategy. After examining a year's worth of intraday price action in the NQ futures market, several low-risk, short-term swing strategies have come to light. Over this period, NQ experienced as many as 54 swing opportunities a day, averaging $105 each for a total daily swing of $5,547. That works out to a swing every 7-1/2 minutes, and during high-volatility periods these opportunities can double and triple.