I decided against it, it's simply too glitchy and fast.
However, I am considering a 'weights' system. Basically, every piece of merchandise has a certain weight. A player can only hold so much, but you can build up a caravan (horses, slaves, carriages) to carry more crap. Of course, if one were to be stolen, you'd lose a large part of your merchandise, making it a dangerous endeavor. Then again, I suppose people could make some money being caravan guards.