One Day One Topic: ORDER FLOW - Order Flow and Algorithms Footprints in Modern Markets

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Summary

Order Flow is about predicting the future flow of orders that will be generated so that you can position yourself to take advantage of the resulting price moves. A few ways order flow is analyzed are reviewed. The practical anticipation of the order flow through modeling of Algorithms heavily active in modern markets – so that a prepared trader can take advantage of it – is then discussed. A final reality check on what classes and families of Algorithms can be leveraged and used in our trading edge, and those that are too fast to be exploited is offered.