Trading the Strategy Hedge Funds Are Banned From Using

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  • Опубликовано: 6 авг 2024
  • Order Flow imbalance trading on a high-frequency timeframe is an extremely lucrative and simple strategy to use with account sizes below the multi-millions, and when traded properly with regards to entropy can result in an extremely high yield strategy.
    The following video is a live trading session using the aforementioned imbalance-based strategy via the Polarity ATI to trade the E-Mini S&P500 futures.
    Automated Trading Interface used in Video, the Polarity ATI:
    futuresanalytica.com/products...
    Link to Quant Trading Paper on Order Flow Imbalances:
    www.dropbox.com/scl/fi/ahwrxz...
    Sources:
    www.cis.upenn.edu/~mkearns/fi...
    arxiv.org/abs/2112.13213
    arxiv.org/pdf/1011.6402.pdf
    www.researchgate.net/publicat...
    Check out more of the Polarity ATI in action:
    • Polarity Automated Tra...
    What order flow is and how to understand these videos in just 5 minutes:
    • Read the Market Like a...
    Learn to trade order flow in 20 minutes:
    • Learn Order Flow Scalp...
    Want more instruction? Advanced Order Flow Guide included with the Polarity ATI here:
    www.futuresanalytica.com/prod...
    Free Green and Blue Lines on Chart:
    futuresanalytica.com/pages/re...
    Timeline:
    0:00 Introduction
    1:19 Strategy Tutorial
    2:00 The Entropy-Volatility Relationship
    3:37 Overall Profitability
    4:02 Market Microstructure
    4:39 Spoofing and Flash Crashes
    5:31 Quantitative Edge Reasoning
    7:00 Conclusive Results on Imbalance Trading
    8:16 Why Hedge Funds Can't Trade This
    12:01 End of Trading Day
    ATM Settings:
    4 tp
    8/6ts SL
    6 trailing stop on trigger of 2 profit
    Polarity ATI and AnalyticaChart3 Settings:
    0.25 Imbalance Ratio
    100 Min Volume
    3 Min imbalances
    1 Tick Gap Trades Enabled
    3 Strength
    3 Offset
    15 Range
    Diagonal Imbalance Calculation Mode
    60/40 Reverse Strength (Add two indicators to your chart)
    14 period
    DISCLAIMER: Futures trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones’ financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.
    NinjaTrader® is a registered trademark of NinjaTrader Group, LLC. No NinjaTrader company has any affiliation with the owner, developer, or provider of the products or services described herein, or any interest, ownership or otherwise, in any such product or service, or endorses, recommends or approves any such product or service.

Комментарии • 413

  • @FuturesAnalytica
    @FuturesAnalytica  Год назад +125

    I really hope you guys like this video, you might be able to tell that I had a ton of fun making it. It's basically my "love letter" to Futures Analytica; everything I've been building for the past year and a half and have been racing after since career day in high school has been based on the principles presented here, all shrunk down into a compact 13 minute video.
    There's tons of ways to trade order flow. Out of all my strategies, this one does not have the highest Sharpe ratio, or the highest total profit, or the lowest β, but it is order flow trading in its rawest form and there's something beautiful about something so dead simple panning out and working in front of your eyes.
    Although I don't pick this strategy every day I wake up to trade, being able to articulate such a complicated topic such as quantitative trading into a trading plan that is easy to not only understand, but execute is such a wonderful feeling.
    I think i'd be lying if I said my favorite part of starting Futures Analytica was to help people become better traders; which I do love, but the passion that drives me to keep pouring into this community is derived from my adoration of sharing with the world the real life application of something I created. I did not do this on my own of course, but what more could a man ask for than to use his creativity in this way?
    I'm at an impasse where I feel a bit guilty on the idea of creating and selling a course, as I don't want to milk you guys for cash; but if I did I'd price it very reasonably and it would be a way to teach you guys some really advanced and in depth stuff with a very high level of quality, so let me know if you guys wouldn't call me a scumbag for making one (or if you would :P)
    Thank you for your support on this journey, I can't wait for what's to come

    • @Nsm999
      @Nsm999 Год назад +8

      I don't think you're milking anybody! You give out a ton of free content and as someone who owns the Polarity ATI and Analytica 3 i'd definitely consider buying an in depth course :)

    • @Abroham649
      @Abroham649 Год назад +4

      I'm going to be buying Analytica and Polarity soon and plan to spend a large portion of the Winter practicing and learning full time. I don't get the vibe that you're out to milk people for as much money as possible. Looks to me like you can make all the money you need just by trading. Seems like you're chasing your passions and your gifting. Sometimes the courses people sell ARE the entire business model.... they spend an ungodly amount of money on marketing and click-funnels with the goal of working you up to their top-tier courses where all the "secrets" are hidden. If you do make a reasonably priced course I will for sure purchase it. I appreciate the authenticity and content on this channel. Thank you

    • @n3xttrader
      @n3xttrader Год назад +4

      I would buy the course. This would be a very good addition.

    • @stevehalljr
      @stevehalljr Год назад +3

      I’d say you’re a very generous man. Most would charge $1,000s for what you sell for dirt cheap imo. If you don’t charge anything, then people wouldn’t value it and put in the work. I would love it if you would start a Discord channel that us traders could chat. I’m trying to get rid of my J.O.B and do this full-time, but still struggling just a bit. I think my problem is over trading and the psychology aspect. Maybe you could do a video of how you approach the psychology side. Anyways I thank God everyday that I found you on RUclips. I’m not a Rockstar yet, but I’m going to keep doing until I become one!!❤

    • @stevehalljr
      @stevehalljr Год назад

      Yes please! I need the name of the groups or invite links. Thanks 🙏

  • @mikeczeskleba2677
    @mikeczeskleba2677 Год назад +60

    I've paid thousands of dollars over the years for futeres education and this is the first time that someone taught me a profitable method based on the truth just by showing his videos. I would definately enroll in a course with you.

    • @FuturesAnalytica
      @FuturesAnalytica  Год назад +5

      Thanks mike! So stoked its working for you

    • @ellacringed
      @ellacringed Год назад +8

      you understand the video? I am still at a loss how to implement it.

    • @g59fan50
      @g59fan50 Год назад +1

      @@ellacringed I feel the same way. I am appreciative of this video, I just hope he will go more indepth for us beginners. I'd be willing to buy a course if the price is right.

  • @oliver1492
    @oliver1492 Год назад +114

    Im only 1 minute into the intro, but I have already subscribed. Your attitude towards research, sharing information, and desire to learn more shows how passionate you are about this. I recently started running my own trading strategies at a larger wall st firm, and as a college student who has been studying quant finance/ stats for 7 years, this channel is a rare gem. I can’t tell you how hard it is to find real, no bs youtube content that showcases like minded people talking about our passion. It’s difficult to find other professionals to talk to, so this was extremely refreshing.

    • @FuturesAnalytica
      @FuturesAnalytica  Год назад +10

      Thanks so much for the feedback, I’m very happy this has reached the correct audience

    • @dylanstrijker
      @dylanstrijker Год назад +5

      Oliver, you should start a channel too!

  • @ww-kq7nm
    @ww-kq7nm Год назад +10

    So impressed. i have been looking for a channel like this for so long. thank you for everything you do for this community

  • @i.p.freely4643
    @i.p.freely4643 Год назад +48

    lol, I’ve never felt so dumb. I’ve been refining a discretionary strategy, but this is another level of complexity. I’m both impressed and threatened. Either way, awesome video!!!

    • @FuturesAnalytica
      @FuturesAnalytica  Год назад +10

      Absolutely no need to feel dumb at all; there isn't really a lot of digestable quant-style content out there and it takes some getting used to!

    • @urdarkside1
      @urdarkside1 Год назад +2

      I feel the same way lol

    • @agedvagabond
      @agedvagabond Год назад +2

      The best thing about being discretionary is you dont need to refine strategies to much, it's just those personal adjustments to your intuition by reviewing each day. I stopped refining strategy because anything will work with a pro mindset and trained intuition. The big advantage we have over computers is that they only do math in 1's and 0's and our mind works on a quantum level, I embraced this more as I learned to code and my discretionary trading became better for it.

    • @AmiTrades
      @AmiTrades Год назад +1

      Glad I saw this. I feel the same way! LOL

  • @jordangrajeda4160
    @jordangrajeda4160 Год назад

    Love seeing someone so passionate! You truly amaze me.

  • @TheGoldenMan
    @TheGoldenMan Год назад +1

    Woow, brilliant explanation, plenty of things to digest, really appreciate.

  • @jimbaker5110
    @jimbaker5110 Год назад +4

    Bro I love your knowledge and strategy. There are so many things about the basics of quant strategy which I think you can teach me. I’d be willing to pay to learn from you.

  • @PrincePropayn
    @PrincePropayn Год назад

    Yea…a series would be great. Keep this content up!

  • @Dougie33
    @Dougie33 Год назад

    This is truly amazing connor! You are one smart fella! Great information here! I just purchased the whole suite!

    • @FuturesAnalytica
      @FuturesAnalytica  Год назад

      Thank you Douglas! Keep me posted on how everything goes

  • @itslaurenalyssa
    @itslaurenalyssa Год назад

    Awesome video!! As always! (Very useful for me!!)

  • @elletrading
    @elletrading Год назад

    congrats on the almost 30k views!!! 🥂🌟✨🎉

  • @ykx777
    @ykx777 Год назад

    Great video and great insight into quantitative trading

  • @gordonramsthis
    @gordonramsthis Год назад +11

    Astounding content!
    Although I've come to realise that without the help of a pro guiding me as a noob in trading, I am more or less like a traveller without directions

  • @Ghosted760
    @Ghosted760 Год назад +5

    Thanks Connor, great video. Could you please re-explain *entropy*, or do a new video on entropy? I'm not understanding how to read "entropy" from the footprint chart or the Polarity tool. Thank you!

  • @trinityle9410
    @trinityle9410 Год назад +56

    Connor you changed trading for me, sell whatever you want and i'll buy it for petes sake!!! I have wasted my money on so many stupid price action courses and indicators and automated strategies with ABSOLUTELY NO PROFIT but i have been trading polarity since it came out in june and I HAVE NOT HAD A SINGLE LOSING WEEK!! I am going to make a video of my experience as thanks and show the world how awesome this is

    • @FuturesAnalytica
      @FuturesAnalytica  Год назад +6

      Thank you Trinity, I appreciate the support

    • @peter-lin
      @peter-lin Год назад

      You've not had a single losing week using the fully automated trading feature of Polarity or were you using Polarity for discretionary trading?

    • @pwcilliers5755
      @pwcilliers5755 Год назад

      Would love to see your video as well!

    • @fate5624
      @fate5624 Год назад +2

      How do you Trade ?

    • @adam55719
      @adam55719 Год назад +9

      Stop the cap that’s lies

  • @atreyum.9601
    @atreyum.9601 Год назад

    Yup, very chill bckgrnd tunes. 🙂and quite informative videos. Thank you!

  • @danielschweig3177
    @danielschweig3177 2 месяца назад

    Incredible value you packed into the video, thank you!!! I will get the programme next week!
    One question: What kind of indicator is that (the blue line in the chart)?

  • @bbb5342
    @bbb5342 Год назад +1

    Hi Connor incredible information present in your video congratulations and thank you!
    I would like to replicate the green and red chart at the bottom of your graph on Sierra Chart for testing because I am using this software at the moment
    The first line is just the Delta right? But the last line with the percentages could you tell me what it is please? Thanks in advance Connor

  • @R.T_Go_Your_Own_Way
    @R.T_Go_Your_Own_Way Год назад +17

    Interesting to see how you have evolved the strategy over the last few months, especially the minimum imbalance volume, quantity of stacked imbalances for a entry and of course the tighter risk and targets. I do think you can add extra alpha by referencing high time frame key levels and generally accepted market pivots like prior days value,settlement and initial balance ( for those who trade after the first hour)

    • @czm2000
      @czm2000 Год назад

      I was thinking the same thing.

  • @fifthwave
    @fifthwave Год назад +3

    Thank you for the video. One question, where is the pain in this system? Every edge comes with a price (either mental, monetary or other kinds of pain).

  • @sonicdewd
    @sonicdewd 7 месяцев назад

    Order flow was the missing piece for me. The graph at 7:03 showing that volume is not as relevant as is purported to be just about everywhere, but that order flow imbalances are (relevant) was the puzzle piece I needed for a long time. You're a brilliant guy culling all you've learned and coding this. Thank you!

    • @FuturesAnalytica
      @FuturesAnalytica  7 месяцев назад +1

      I'm really glad to hear that the concepts of order flow, especially the visualization of the concept with the graph you mentioned, was a game-changer for you. It's always exciting to see those "aha" moments where everything clicks. You're spot on about the importance of order flow imbalances.
      I also appreciate your kind words! It's feedback like yours that keeps me motivated to share and simplify these complex trading concepts. If you ever have more questions or just want to chat about trading strategies, feel free to drop a message.

  • @jakecondemn3209
    @jakecondemn3209 Год назад +1

    Great video. I'm glad I found you. My only question, do you offer a free trail? I'm afraid of purchasing you product only to find I don't like it. Ty

  • @matomeamos7275
    @matomeamos7275 Год назад

    Greetings Connor, great research and thanks for sharing.
    I want to start trading forex, which platform can you recommend for me? Thanks

  • @carterross5240
    @carterross5240 Год назад +2

    Really great video connor, your work is quite impressive. I learn a lot from you, and I appreciate you sharing.

  • @ddohacker
    @ddohacker Год назад +1

    If I am new to futures training how much basic knowledge does this course give? Or does it point to other things where I can learn the basics before diving into using this edge?

  • @WPJ77
    @WPJ77 Год назад

    this is absolutely fabulous

  • @Guitarwhoaa
    @Guitarwhoaa Год назад +1

    i just love the way you talk about trading

  • @zeroownevryw1
    @zeroownevryw1 Год назад

    Great stuff as always 🙏

  • @gruposcalybursadecv997
    @gruposcalybursadecv997 Год назад

    nice work! small hits always wins in the end! have you try up scaling it?

  • @andrinratiste6756
    @andrinratiste6756 Год назад

    hey, what range would you recommend for MES? Also 15 range or smaller? Many thanks in advance if you have time to reply :)

  • @AbhisheksTech123
    @AbhisheksTech123 Год назад

    Hey I randomly came across this, I've recently learned Smart Money Concepts with order blocks and Imbalances on a candlestick chart, how different is this technique from that? Also which one is more preferred? Where do I begin if I want to learn this concept?
    Best regards from Mumbai.

  • @mr.c7080
    @mr.c7080 Год назад

    Dude thank you

  • @randytranle
    @randytranle Год назад +2

    any free trial before I buy it? thank you, Connor

  • @ranitbose9609
    @ranitbose9609 6 месяцев назад +1

    In the plot at 7:36, what time period is used for the return? what time or range period is used for the imbalance intensity? And how exactly do you calculate entropy, i'd like to see the formula?

  • @PaulHsExperiments
    @PaulHsExperiments Год назад

    I was hoping you could explain your definitions of statistical strategies versus discretionary?

  • @DanielS-ol2le
    @DanielS-ol2le Год назад +1

    Hey man, quick question. I wanted to know if there is any way to be able to use Think or swim with this strategy m?

  • @paaatreeeck
    @paaatreeeck Год назад

    Pretty interesting. What brokers do the software work with?

  • @goldensnitch1614
    @goldensnitch1614 Год назад

    Damn interesting nice vid, learned a lot.
    Are you a quant startup?

  • @pwcilliers5755
    @pwcilliers5755 Год назад

    Hi Connor, I bet you did not think this video was going to go viral :) Great info as always! Thanks

    • @FuturesAnalytica
      @FuturesAnalytica  Год назад +1

      Hey, thanks! Me neither! Pretty stoked. Been kinda busy with all the new viewers interest in Polarity so I haven't really had time to upload.

  • @thelightings
    @thelightings Год назад

    thank you so much bro

  • @danielchen597
    @danielchen597 Год назад

    Great video! Does this also work on the crypto market?

  • @angelguy00
    @angelguy00 Год назад

    Which API's are you using to streaming the order book, price action and intraday data from?

  • @kylefetes454
    @kylefetes454 Год назад +1

    If I want to replicate the $500 challenge myself since I’m just beginning would you recommend a specific future and setup to start off with and master for beginners ?
    THANKS

  • @terrywelton5195
    @terrywelton5195 Год назад

    Hi Connor,
    Really great content you got here, I am newly subscribed. I was wondering what the condition was for closing the number bars? Is it amount of ticks, or more of a point and figure condition?
    Thanks!

  • @DivineFrag
    @DivineFrag Год назад +5

    Loved the video. Wrote a momentum trading thesis for my masters, not really looking to go into quant, doing CFA and targeting equity research into portfolio management. I have some people that I know who are completely clueless on advanced quant, but think their elementary TA system works. They zeroed out accounts trading EUR/USD.

    • @FuturesAnalytica
      @FuturesAnalytica  Год назад +5

      Yeah, frankly I’m never going to tell people their system doesn’t work but I’ve never been able to be consistent with TA. Everyone I *personally* know who has traded TA has never been able to quit their jobs to trade.
      Thanks for the commentary! So I’m assuming you like momentum trading more than mean regression?

    • @DivineFrag
      @DivineFrag Год назад +3

      @@FuturesAnalytica I like momentum strictly as something that I get. Wrote papers during my masters on Fama-French 3-factor as well as 4-factor models, and naturally writing your masters on it will help you get the topic.
      Having any sort of a system that removes emotion from trading is essential. As long as generating alpha is possible, the strategy will be viable. Obviously momentum exists as a hedge fund strategy and papers have shown that within regression models, price momentum ends up being one of the key independent variables, but it's not like the strategy would seize to work if more people plowed in.

    • @LeoToueg12
      @LeoToueg12 Год назад +1

      @@DivineFrag Can I read your thesis?

  • @pacificwindows7546
    @pacificwindows7546 9 месяцев назад

    @futuresanalytica is there a way to keep the software in regression, even during trending markets and still be profitable? This might allow me to walk away for a minute or 2 without massive failure. Let me know if there is a video on that idea.

  • @aomero4cccc
    @aomero4cccc Год назад +3

    Any way of setting this up on Tradingview?

  • @ethanchan6991
    @ethanchan6991 Год назад +1

    Hi! Just stumbled upon your video and very interested. Great job on your explanations!
    I was curious about the Polarity ATI bundle, upon purchase it comes with the 2 indicators and you can set it up to do automated trading? Is there a tutorial on how to set it up for automated trading? Thanks so much!

    • @FuturesAnalytica
      @FuturesAnalytica  Год назад +2

      Hi Ethan! Yes you can set it up for automated trading, and everything to teach you how to do so is included with the package.

  • @poc5241
    @poc5241 Год назад +1

    Thanks for informative video . Can you please share the link about the article orderflow , imbalance which you mentioned in video

    • @FuturesAnalytica
      @FuturesAnalytica  Год назад +1

      Hey there,
      Check the description! All the relevant links are below.

  • @anthonyrogers1212
    @anthonyrogers1212 Год назад

    WHAT THE F*** IS THIS?!?! Holy S***!!! Thanks for posting bro I am falling down this rabbit hole right now!!!

  • @Rturrito
    @Rturrito Год назад

    is there a video or website that goes in detail at what to look for in delta

  • @scottydog9997
    @scottydog9997 Год назад +2

    Home - Resonance in the background made this awesome vid even better!
    Out of curiosity, what platform are you executing on, and is the level 2 data you are getting accurate and expensive?
    Just for reference, I noticed some discrepancies in IB's real time API tick data was not reflective of their in built application.

    • @FuturesAnalytica
      @FuturesAnalytica  Год назад +1

      Hey Scotty,
      I am executing on NinjaTrader 8, and I personally only subscribe to level 1 data but I also know that the data options you have allow for very precise level 2 data; I am not a fan of IB.

    • @Josh-Jones
      @Josh-Jones Год назад

      IB has, quite literally, the worst data possibly available, especially for futures. This has been true for at least a decade. If you need tick data, including bid ask data, which this appears to rely on, do not use IB.

  • @seanhung2198
    @seanhung2198 Год назад +3

    Do you think this kind of trading strategy will also work in crypto market?

  • @Rahuulmatlani24
    @Rahuulmatlani24 Год назад

    Which ones should I be getting highly confused

  • @Mangeurdemouton
    @Mangeurdemouton Год назад

    Any live signal about it, so we can see on a live account?

  • @atreyum.9601
    @atreyum.9601 Год назад +1

    and yes, Bring on the Quant bud 🙂

  • @davidlampach1278
    @davidlampach1278 Год назад

    Really good content.

  • @zon8973
    @zon8973 Год назад

    I would absolutely love if you could do a session trading bitcoin with this strategy! I'd definitely buy a lifetime membership

  • @bobtheamazingsmith6203
    @bobtheamazingsmith6203 Год назад

    good shit bro all of the shit went over my head but u got real info and i fuck with that good shit

  • @pengauge3744
    @pengauge3744 Год назад

    whats the edm background song towards the beginning lol i used to listen to this all the time but i don't remember the name

  • @Philipp.2410
    @Philipp.2410 Год назад +2

    Hey nice Video :) thank you for the information :) I am a professional portfolio manager trading in a time horizon of 20-60 trading days with options, i tried daytrading years ago but it found out that Algos are better in that than me.
    What’s your risk adjusted return?
    What’s your Kelly criteria?
    Are you fully invested?
    Are trading only one trade at the time in one underlying?
    If you trade different assets what’s the correlation?
    What’s your sharp ration?
    How much time/ how many hours to have to sit in front of the computer to get your returns?( the whole trading day; eu &us session?; only us session?)
    Thank you in advanced ;)
    Greetings from Austria 😊😊

  • @gnarlyartstudio
    @gnarlyartstudio Год назад +2

    Could you try the YM next? Its a great middle ground between the ES and NQ. It has good trend like the NQ without the insane volatility that NQ has. And only $5 a point so risk is small but the bigger trends make for good profits.

    • @FuturesAnalytica
      @FuturesAnalytica  Год назад +4

      I've never traded YM LIVE but i'll see if I can make it work!

  • @myl0rd3
    @myl0rd3 Год назад

    what is the imbalance setting you are using?

  • @thomasgarrett2315
    @thomasgarrett2315 Год назад

    How would you go about learning the math required to understand these models without a math degree?

  • @BigBoyLayel
    @BigBoyLayel Год назад +1

    What are the settings you recommend here on the Indicator and Strategy? Also would love a little more explanation on when you arm it in both directions. Love what you are doing here man

    • @FuturesAnalytica
      @FuturesAnalytica  Год назад +4

      Hey Jared, if you want a general idea of the settings that work in pretty much every market i'd stick with 75 volume and 0.5 imbalance ratio; gives you a very conservative yet frequent enough to smooth out your profit curve via strategy configuration.
      Still learning this whole teaching thing; presenting everything I know is quite time consuming and frankly cumbersome on youtube, where you pretty much have to repeat yourself every video or everyone will be (justifiably) confused.

    • @BigBoyLayel
      @BigBoyLayel Год назад +3

      Thanks for the info man. No worries at all, love the way you present data and make it easy to understand. Myself and many others really appreciate it, seems like it’s just the beginning.

  • @georgemitchell1248
    @georgemitchell1248 4 месяца назад

    how does it perform on small accounts using Micro contracts with higher commissions on micros?

  • @2commajourney
    @2commajourney 10 месяцев назад

    how do i get access to the same footprint chart your using or into your mentorship or something pls...

  • @rapcentraltv831
    @rapcentraltv831 Год назад +7

    What other brokers other than ninja trader can the automated tool be used on? Great content by the way keep up the videos.

    • @grayjax
      @grayjax Год назад +2

      if it can be integrated with ibkr i will 100 percent buy

  • @jpretorius46
    @jpretorius46 Год назад +1

    On your webpage Chat I asked: Are your indicators exposed and accessible to NinjaScript?
    You replied: Can you elaborate on the what you mean by “exposed and accessible” to NinjaScript?
    So: When writing NinjaScript strategies it is possible to access any indicator’s Properties provided that these are Public rather than Private. So the question is whether your indicator’s plot items such as “50% crossover” exist as Public Properties. If it helps, these are the same properties that are used by programs such as Bloodhound. So perhaps I should ask the question; are your indicators usable with Bloodhound?
    I just checked. The free indicator you sent out is not useable by Ninja Script strategies so the question is whether your paid systems are?

  • @thenbaplayer9485
    @thenbaplayer9485 Год назад +3

    Great video a bit hectic as I don’t know any of the terms etc, but is there any chance that you make a course from beginner to expert? Ps I would definitely be to the first to buy!

  • @grayjax
    @grayjax Год назад

    went back and watched almost all the videos from the past year. going to familiarize myself with ninja trader before locking in polarity/analytica, but i must say - what is the soft ambient background song that is featured in nearly every video soundtrack mix?

    • @FuturesAnalytica
      @FuturesAnalytica  Год назад

      Hey! It’s titled “Fortress Of Lies” from nier automata.

  • @shoreseniorliving
    @shoreseniorliving Год назад +1

    Where is the group that post are being posted?

  • @RicardoLandinginJr
    @RicardoLandinginJr Год назад +2

    Connor add a card shortcut for your entropy vids

  • @Eta_Carinae__
    @Eta_Carinae__ Год назад +1

    Just found your channel and it seems really interesting! I know something about statistics, but nothing about trading. Do you think you might even be able to automate strategy-switching, maybe by classifying high/low entropy with a Kalman filter?

  • @Giggidygiggidy12
    @Giggidygiggidy12 6 месяцев назад

    I'm a little confused, if you own a full NT license w the order flow tools + incl, whats the difference between your footprint charts/delta indicator and the ninja version?
    Isnt it a bit redundant as its literally one of the selling points of the full license. Would like to see a side by side of the differences pros and cons etc

    • @FuturesAnalytica
      @FuturesAnalytica  6 месяцев назад

      Hey there,
      So whats nice about our products is they dont require the NinjaTrader order flow suite, they can be used with the free version of NinjaTrader. However, if you do already have the NinjaTrader order flow suite, that means you dont need the AnalyticaChart4+ to use the Polarity Automated Trading Interface, as it is compatible with practically any footprint chart.
      We like our footprint chart more than the one by Ninjatrader, but we understand that some users may prefer to use their own footprint chart, which is why we included that functionality.

  • @CryptoMaximalist
    @CryptoMaximalist Год назад +8

    This looks amazing! I have a few questions.
    1) Is this fully automated, meaning you could set it without management and see how it performs?
    2) Is there a minimum account size required to trade this strategy?

    • @FuturesAnalytica
      @FuturesAnalytica  Год назад +5

      You can set it to be fully automated if you wish, using the auto arm feature!
      $500 would be the minimum

    • @CryptoMaximalist
      @CryptoMaximalist Год назад +2

      @@FuturesAnalytica Thank you for getting back to me! So you're saying i could essentially run this passively in the background without management?
      If that was the case, what do you think the success rate might be, as opposed to your technique of semi managing the system in real time?

    • @FuturesAnalytica
      @FuturesAnalytica  Год назад +1

      Hey there,
      By the way, I highly suggest moving over to 1:1 RR now. 20 TP SL

    • @jakeadams0412
      @jakeadams0412 Год назад

      @@FuturesAnalytica $500 is not the minimum...jeeze cmon man. I would love to see you trade an account with $500 and mes with the fees and your take profit versus stop. I mean, if you make that make money, I'm impressed. To the poster, you would need a minimum of $10,000 to handle drawdowns and trade the account.

    • @FuturesAnalytica
      @FuturesAnalytica  Год назад

      Well, given that we started with MES with $500, and made our way to $10,000 where we made a verified $10,000 donation with those profits, that is the minimum amount required to trade.
      ruclips.net/p/PL7NE1k1x0bkcXW5xrHl1bkaWeKl8Pugw6
      Here’s the playlist link.
      I would recommend at least $2500 though.

  •  Год назад +3

    Can you explain more in detail what entropy is? Does the Tauchen and Pitts model compute that value?

    •  Год назад

      Is it related to volatility like ATR?

  • @doniyorakramov706
    @doniyorakramov706 Год назад

    Looks familiar to the ICT strategy

  • @juztmystyle6496
    @juztmystyle6496 9 месяцев назад

    what broker is being used in these videos?

  • @dParakeet
    @dParakeet Год назад

    Does this strategy work on XauUsd/Gold?

  • @Lucas-du3ux
    @Lucas-du3ux Год назад +16

    Hi Connor,
    How did you develop the order flow strategy?
    Do you have a team of coders that helped you or did you code it yourself?
    And out of curiosity, what's your background? Have you worked as a quantitative trader for a hedge fund or similar?
    Love your work.

    • @FuturesAnalytica
      @FuturesAnalytica  Год назад +57

      Hey there Lucas,
      My order flow strategy was originally developed after we had a high school career day and we had a Quant fund manager come in and give us a presentation on a general idea of his process to create an edge; he specifically talked about the existence of many edges that are simply useless to funds with a non-retail AUM; he discussed the general idea of market microstructure and said there is a ton of public research on these strategies that have this aforementioned "retail exclusive" edge but did not specifically notate any of them.
      I was hooked on this idea.
      Took me another 2 years of dabbling in the market and developing a couple of strategies on my own, but these were all stat based strategies, where I would take a data set and create an algorithm to "solve for" that price action dataset. This was alright, but I got tired of trading a strategy that I feared would lose its edge tomorrow, or the next week, etc. so I became very active on /r/algotrading, where I met someone who introduced me to the concepts of order flow; now on /r/algotrading if you find an edge, it is sacrosanct to not share it; so he was very vague about how his edge worked but I had the general idea. I started to scour the internet for research involving imbalances and order flow and I found exactly what I was looking for and started testing manually, eventually creating a semi automated strategy around it. Many many man hours have went into manually backtesting, analyzing that backtest data, and forward testing with differing parameters to create this product.
      I do not do any of the programming myself; I do code on the side, however I do not have the experience or skillset to create a product with enough confidence in reliability and resource efficiency to release on the open market, so it is done with our in-house developers.
      I do not have a background in quant trading, however I have various family/friend connections that have helped immensely in nudging me in the right direction on both regulatory matters and preventing edge decay.

    • @Lucas-du3ux
      @Lucas-du3ux Год назад +2

      @@FuturesAnalytica That's very Impressive Connor. Thanks for your answers. I'm looking forward to your course.

    • @HUG0381
      @HUG0381 Год назад +1

      @@FuturesAnalytica Impressive!!!

    • @DeejayGabin
      @DeejayGabin Год назад

      Hi, how did you forward tested the strategy?

  • @acromatic0189
    @acromatic0189 Год назад +2

    Anybody know if its a scam, just seams to good to be true. And the 500 usd price tag doesn't help

  • @TheDakray
    @TheDakray Год назад

    i rly love this video and i would love to trade in the way you doing
    would you like helping me with that ?

  • @vadaentertainment
    @vadaentertainment Год назад

    Is this a web based app? I have a mac. Will it work?

  • @pauleang9544
    @pauleang9544 Год назад

    Been green for 3 weeks. Thank you Connor!

  • @benv.5170
    @benv.5170 3 месяца назад

    How do I get started in trading with this software?

  • @JM22__
    @JM22__ Год назад +14

    Extremely interesting strategy. What minimum account size is required to use this strategy? I'm guessing /ES would be pretty high, but what about /MES?

    • @brosephbrofessor1475
      @brosephbrofessor1475 Год назад +1

      Only 500 each contract for es and 50 for mes each contract. Take a look at ninja trader.

  • @stephenthompson3418
    @stephenthompson3418 Год назад

    If you’re sharing, what’s your GitHub?

  • @kq2883
    @kq2883 Год назад +2

    hey a few questions, over what timeframe did you backtest? what was your max draw down as a % in the back testing ? you mentioned scaling problems, what account size did you hypothesise before returns were effected ? since you identified scale as an issue dont you see it as disingenuous to sell a product that hits scale issues at low levels, since they would be hit once you sell the product to multiple people and the edge would be gone ?
    now just a more general question, in back testing did you see differences between fx/bond/ commodity/ equity futures markets when targeting entropy and orderflow or did they all react identically.

    • @FuturesAnalytica
      @FuturesAnalytica  Год назад +1

      Hi KQ,
      We backtested 1 random month from each quarter since 2014, and ALL of the past trading days since January 1 2022.
      Sadly this is a difficult question to answer, liquidity is always changing, but we predict that there will be no issues in any of these market conditions under 20 contracts for
      market orders; any higher and during periods of lower volume you may encounter your entry efficiency decreasing due to you becoming a noticeable player in the high frequency market.
      I don't see it as disingenuous to seel this as everyone has varying execution speed and entries depending on their personal conditions for entry; the more seperate players using this strategy the better, as it will cloak larger block entries.
      There were significant differences. Bonds had the highest effectiveness as most of their liquidity is from the futures market, however bonds have very low amounts of trade opportunities, making the total alpha lower.
      I do not recommend FX, it seemed like a crap shoot when trading this strategy as there is no centralized FX exchange; same goes for oil; US based commodity exchanges such as local agriculture futures are very effective however.
      Did not test on stocks; not practical due to lack of inherent leverage.

    • @kq2883
      @kq2883 Год назад

      @@FuturesAnalytica thanks for answering.

    • @jakeadams0412
      @jakeadams0412 Год назад

      @@FuturesAnalytica What was the MAE and cumulative largest drawdown?

  • @bancomatt-1754
    @bancomatt-1754 Год назад

    Hi, i hope you read this, i'd love to understand everything you have talked about in the video, could you suggest me a source to gain such knowledge?

    • @FuturesAnalytica
      @FuturesAnalytica  Год назад

      Check out these papers:
      tesi.luiss.it/27169/1/701851_PECCHIARI_MATTEO.pdf
      www.cis.upenn.edu/~mkearns/finread/Chordia_buy-sell_orders.pdf
      arxiv.org/abs/2112.13213
      arxiv.org/pdf/1011.6402.pdf
      www.researchgate.net/publication/288745624_The_performance_of_imbalance-based_trading_strategy_on_tender_offer_announcement_day/fulltext/5c4a693c92851c22a38e8d4e/The-performance-of-imbalance-based-trading-strategy-on-tender-offer-announcement-day.pdf?origin=publication_detail

  • @realtordelraybeach
    @realtordelraybeach Год назад +6

    I would buy the course for sure.

  • @HitAndMissLab
    @HitAndMissLab 4 месяца назад

    Link to Matteo Pecchiari's paper stopped working. Can you please refresh it.

  • @sakjdh
    @sakjdh Год назад

    How do I get that kind of "candlesticks" he has?

  • @levridge6601
    @levridge6601 Год назад

    been going though some of your videos, looks amazing but wondering is there a start up tutorial detailing everything needed to set this system up and get it going? Sorry If I just haven't looked hard enough.. thanks in advance.

    • @FuturesAnalytica
      @FuturesAnalytica  Год назад +1

      Hey! We do have a setup. Look at PolarityATI setup guide; the tutorial on how to actually trade it is inside the PDF that comes with purchase

    • @levridge6601
      @levridge6601 Год назад

      @@FuturesAnalytica awesome thanks, I think I'll give your system a try, one last question, what's the smallest account size one can start using this system with?

    • @levridge6601
      @levridge6601 Год назад

      @@FuturesAnalytica May have just answered my own question, I see the video with a start up of $500, would that be it?

  • @jonathanranes5733
    @jonathanranes5733 Год назад

    Is this a atm strategy or automated algo. Looks like you play a lot of discretion into your trades as well? Love the videos!

    • @FuturesAnalytica
      @FuturesAnalytica  Год назад +1

      It’s an algo! This specific strategy in this video was designed to be used with as little discretion as possible.

    • @jonathanranes5733
      @jonathanranes5733 Год назад

      @@FuturesAnalytica Am I able to use your tools in strategy builder to backtest on market replay? For some reason, I cannot backtest any ninjatradeer order flow tools in strategy builder.

    • @FuturesAnalytica
      @FuturesAnalytica  Год назад

      You can on market replay, unfortunately strategy builder is too rudimentary to allow usage of tools such as this one.

  • @Aeon_Scipher
    @Aeon_Scipher Год назад

    Hey Connor,
    I was really looking forward to purchasing your plugin, but unfortunately I don't use Ninja Trader, and there aren't really many brokerages that use it in Canada. Ever think of making something for Sierra Chart? I, as well as many others, would purchase this in a heartbeat.
    One other question I had was what your imbalance settings are? By looking at your numbers, it looks like they are less than 2:1. Is it 1.75:1 maybe?
    Thanks!
    DW

    • @FuturesAnalytica
      @FuturesAnalytica  Год назад +1

      Hey there! I'll definitely look into pushing this to sierra chart.

    • @Jamesjrmorningstar
      @Jamesjrmorningstar 11 месяцев назад

      @@FuturesAnalytica I would love to see this on Sierra Chart as well!!!

  • @lockytazer4434
    @lockytazer4434 Год назад +1

    Appreciate all the effort you and your team have put into this. Quick question do you need to be a US resident to use PATI? Checkout says i need a US address but i reside in AU, cheers

    • @FuturesAnalytica
      @FuturesAnalytica  Год назад

      Thanks! Polarity is available worldwide, but if you wish to use the monthly installments option to break down the payment you need to be in the US

  • @lah8020
    @lah8020 Год назад

    Connor are we to use the A3 chart for the 1 minute chart on NQ?

  • @garrettkarb328
    @garrettkarb328 Год назад

    This only a futures trading strategy correct?