CME order matching algorithms. Part 3
Dear friends! As we promised, we continue our review of the CME Group order matching algorithms. This time, we will analyze the threshold algorithm of proportional distribution (Threshold Pro Rata Algorithm) through an example. In this article: Logic of the algorithm operation. Example of use.
CME Order Matching Algorithms. Part 4
Dear friends! Today, we will consider the operation of the threshold algorithm of proportional distribution with the use of the market maker stimulation program (Threshold Pro Rata with LMM) through the example of the US 10-Year Treasury Note option. In this article: Logic of the algorithm operation. Example of use.
Footprint: How to identify the big players
Perhaps you have heard the opinion that the trading is complex and footprint is complicated, that financial markets are only for the sharks who have big capital and best trading algorithms. The truth is that if you concentrate on the task complexity only, you will hardly be able to solve it. Sometimes, a complex thing […]
Imbalance: how to make money under any conditions
Many exchange traders often execute trades the idea of which could be compared with buying potable water in a hot desert or selling ice on the North Pole. Sometimes it is very difficult to avoid such a situation trading in the futures market. Analysis of imbalance can help you to solve this widely-spread problem. Read […]
Imbalance: trade on the side of superior forces
This war ended after just being started. From the first shot until the total victory of Britain, the Zanzibar troops managed to protect their positions for about 38 minutes. Zanzibar commanders definitely didn’t estimate imbalance in forces before they got into the shortest war in world history. Since buyers and sellers fight in the market, […]
How not to miss a Trend Reversal?
The Forex, futures and stock markets, as well as any car highway, are not a straight line from point A to point B. There are certain signs in the financial market, like there are signs on transport routes. In trading, the signs are those signals, which point to changes of the movement direction or trend […]
Market profiles: 3 things that can improve your trading
Any retail trader can get an access to a wide spectrum of professional analytical instruments thanks to state-of-the-art developments, implemented in the trading and analytical ATAS platform. Today we will speak about the Market Profiles, one of the indispensable indicators of the volume analysis of the market. Of course, it requires a thorough study as […]
