HFT Flow Scanner ®
Follow the flows of “strong hands” and intercept the stocks where buying or selling pressure is concentrated.
The proprietary HFT FLOW SCANNER® platform is a web-based platform that allows you to visualize the flows of strong hands.
The artificial intelligence developed by Ematrend Srl identifies the percentage of volumes attributable to institutional HFT systems on any type of underlying asset (stocks and futures).
HFT FLOW SCANNER® was created to support intraday trading and quantitative studies on alternative data.
The goal is to identify the securities on which flows are concentrated by anticipating bullish (or bearish) price movements.
The market moves first on flows, then on prices
Given the market conditions, some stocks exhibit anomalous and persistent buying or selling pressure, attributable to systematic, high-frequency trading.
HFT Flow Scanner® isolates where this pressure is most intense, displays the flow pattern stock by stock, and creates a ranking every 5 minutes of the stocks most traded by strong hands through HFT trading.
The data processed by HFT Flow Scanner® can be used for:
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- next-generation quantitative models
- regime filters to refine your trading systems
- flow persistence analysis
AN EASY AND COMPLETE DASHBOARD
With HFT Flow Scanner®, you can select:
a. the session and any specific times for which to extract data.
b. select the underlying assets to monitor.
The data processed by HFT Flow Scanner® is displayed in a graph showing the HFT flow trends for the session (or previous sessions) for all selected instruments. Clicking on the graph displays the RANKING for the specific time.
In addition to the % of HFT, you can also view the traded values.
AN EXCLUSIVE ALTERNATIVE DATA SET:
How strong hands work.
HFT Flow Scanner® analyzes the intraday behavior of stocks by working on volumes and trading frequency to identify persistent imbalances between aggressive buying and selling, typical of the systematic, high-frequency trading of strong hands. The data is aggregated every 5 minutes.
This allows you to:
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- avoid “neutral” stocks
- avoid stocks that are already exhausted
- focus on structurally unbalanced ones.
HFT Flow Scanner decides what to trade, not when, but can become a filter for your algorithms or the engine of new families of quant algorithms.
HFT data is, in effect, an ALTERNATIVE DATA SET. Data analysis can yield two results:
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- Identify correlations with prices and other indicators, improving the accuracy of your algorithms.
- Understand market dynamics, helping us interpret what is happening and making better, more timely decisions. (See the article in Il Sole 24 Ore on the collapse of August 2 and 5).
SUBSCRIPTIONS
HFT FLOW SCANNER® is available in 3 packages:
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- Ftsemib Futures (IDEM) + 40 Ftsemib stocks (Euronext Milan) at a cost of €79/month or €820 for 12 months.
- EUREX Futures (Dax, Eurostoxx, Bund, BTP) + 60 Eurostoxx60 stocks at a cost of €1,080 for 12 months.
- CME Futures (Nasdaq, S&P500) + 60 most traded stocks from the S&P500 and Nasdaq at a cost of €1,080 for 12 months.
To request a subscription, please email us with your tax information and pay by bank transfer to EMATREND SRL, IBAN: IT87L0200812930000107264815.
Or visit our e-commerce site.
