"Orderflow" Posts

Anatomy of Orderflow at the Tick Level

By Lawrence
goog_081224_tickn.gif

Many people asked why would anyone want to analyze the charts at the tick level. Wouldn’t that be a waste of time since such high frequency activities are not likely going to have any long term impact. Let’s take a look at this chart first. Top pane is Google stock price at 5-minute interval, since […]