Quantitative Order Book $ Flow Analysis

E

etfarb

The more and more i trade intraday, the more i see common things happening on the order book. Right now this is done purely on a discretionary basis. Excuse me for sounding like a "newb" but i think theres a lot of value and alpha for one to take out of an order book and order flow analysis.

Does any one trade like this?

I want to open up this thread to the community
 
Quote from etfarb:

The more and more i trade intraday, the more i see common things happening on the order book. Right now this is done purely on a discretionary basis. Excuse me for sounding like a "newb" but i think theres a lot of value and alpha for one to take out of an order book and order flow analysis.

Does any one trade like this?

I want to open up this thread to the community
More...

It looks like poker player is letting you see their hand - this comment is just to keep things in proper perspective about the value of information placed in order book.
 
Quote from vicirek:

It looks like poker player is letting you see their hand - this comment is just to keep things in proper perspective about the value of information placed in order book.
More...

Forsure! Ive never done it. I trade with IB and i'm sure i could pay to get access to it but do some people drive an edge from analyzing the order book?
 
Quote from etfarb:

Looks pretty cool MAESTRO,

Everything i've read from you on ET has been nothing but quality - do you use that in your trading or know of people who do?
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Lots of pros using it. Citi, Cantor Fitzgerald, Arrow-Capital, Optima, W.D. Latimer and many others.

I trade with it every single day for my personal account and our company money.

MAESTRO
 
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