How much smoke to expect from making a roux? I live in an apartment and am considering making a roux for a gumbo. I've seen methods for using an oven to make the roux, but I've noticed that there's a high possibility of getting a lot of smoke with a roux.

Even if I use a relatively high smoke-point oil (e.g. peanut or avocado), how much smoke can I expect from making a roux? Is making a roux / gumbo only advisable for a very well-ventilated kitchen?

I don't want to have a continuous battle with my smoke alarm as I go through the process of making the roux. I live in a relatively cold area, and although keeping windows open is an option, I would prefer not to do that.
Creating a roux is all about cooking the flour to the desired color.  It can take from 3 to 15 minutes.  Do this over medium heat.  Stir constantly.  You should not experience any smoking when making a roux.  If you are experiencing smoke, turn the heat down.