Overview

This course module explores methods for identifying and visualizing urgent one-sided algo order flow.  

Learning outcomes

At the successful completion of this course, you should be able to:    

05

 

• 051 - describe the macrostructure of financial markets that is relevant for day traders,
• 052 - recognize the constraints of big market participants and fully understand what informed order flow refers to,
• 053 - identify how HFTs react to informed order flow,
• 054 - understand the role of opportunistic traders in the game of trading,
• 055 - explain how market fragmentation and fee structure of an exchange may impact institutional order execution for stock, futures, and cryptos.

 

06

 

• 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 as well a create alerts and automate strategies.