06 Algo Order Flow Strategies
Based on the findings from 05 Market Ecosystem Analysis, this course module explores methods for detecting urgent algo order flow including CEED.trading’s proprietary Delta.PivotTM and Delta.footprints.
In the individual modules you will learn to:
- 060 – describe the foundations of the game and how the execution of metaorders can be segmented into relevant games sequences,
- 061- apply four simple but powerful techniques to identify and trade alongside algo order flow that are really going to improve your trading,
- 062 – detect the corresponding reaction of HFTs and other opportunistic trader and profit form this,
- 063 – how to apply different VWAP intervals to stay a step ahead of your competition and differentiate temporary from permanent market impact,
- 064 – how to find objective, data-driven entry and exit points with favorable risk-over-reward ratios and dynamically adjust both stops and targets based on order flow and create alerts and automate strategies in Sierra Chart.
- Unit quizzes and the course exam reinforce knowledge retention and your understanding of the presented material.
- You will be encouraged to expand on the presented concepts with your own ideas in the unit assignments.
- selected industry resources intended for buy-side institution,
- basics of game theory and strategic thinking.
|What's my edge?|
|060 Defining the Trading Game – Introduction||00:16:00|
|Order Flow Markers|
|061 Signed Order Flow – Chart Tools and Studies||00:15:00|
|062 Volume Delta.Pivots and Delta.Footprints||00:50:00|
|063 Order Flow Symmetry and Interval.VWAP||00:25:00|
|Alerts and Trade Automation|
|064 Chart Alerts and Trade Automation||00:14:00|
|065 Final Assignment||00:00:00|