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Documented topic

Order flow analytics

interpretation of CVD and volume delta

A visual reading of the topic

Order flow analytics

  1. Orders
  2. Volume delta
  3. Volume
Conceptual sketch, without market data or trading results.

Research topic

interpretation of CVD and volume delta

In the program Market microstructure intelligence

Research the combination of technical indicators, liquidity analysis, order flow and machine learning in simulations and analytical tools. This is a research field, not a claim that automated trading is profitable.

Questions guiding this line

  • Which signals add explanatory value after fees, slippage and changing market conditions are considered?
  • How should different time horizons and uncertainty be represented in a research workflow?

Criterion for progress

Require reproducible tests, out-of-sample evaluation and explicit cost and risk assumptions. This does not constitute financial advice or offer guarantees of profitability.

Research context

Market studies focus on analysis, visualization and simulation. They do not constitute investment advice or imply guaranteed returns.