Search Results for: algorithmic
High-Frequency Trading (HFT) is a method using powerful computers to transact a large number of orders at extremely fast speeds.
Market sentiment refers to the overall attitude of investors towards a particular financial market or security, influencing price movements and trading behavior.
VWAP is a trading benchmark that calculates the average price of a stock based on both volume and price, used primarily by day traders and analysts.
A false breakout occurs when a stock's price moves beyond a defined support or resistance level but quickly reverts, misleading investors about market direction.
Overtrading occurs when a company expands its operations or trading volume excessively, risking financial instability or resource depletion.
Backtesting evaluates the performance of a trading strategy or model by applying it to historical data to predict future outcomes.
Position sizing is a trading strategy that determines the amount of capital to invest in a specific asset to manage risk and maximize returns.
Level 2 Data provides real-time market depth including prices, volumes, and timestamps from market makers beyond top-tier bid and ask information.
An order book is a real-time list of buy and sell orders for a specific asset, showing market depth and price levels.
The Relative Strength Index (RSI) is a momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.