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From:
Dean Markwick
(Uncensored)
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Order Flow Imbalance - A High Frequency Trading Signal | Dean Markwick
https://dm13450.github.io/2022/02/02/Order-Flow-Imbalance.html
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I’ll show you how to calculate the ‘order flow imbalance’ and build a high-frequency trading signal with the results. We’ll see if it is a profitable strategy and how it might be useful as a market indicator.
