Hi,
What markets to trade and what style of trading is best varies depending on the trader's personality more than anything in my opinion.
One thing I think most traders would agree on however is that if you do feel that scalping fits your goals and your personality then the best markets are going to be those that are the most liquid and therefore have the lowest transaction costs. Three examples that I think probably come up the most in regards to this are high volume stocks, the S&P Futures, and the major currencies.
Hope that helps.
Best Regards,
Dave
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