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Conférence sur le Trading Haute Fréquence par Nicolas Vitale - Trading-Automatique.fr

By JohnLast 2297 days ago Comments (7)

http://VideoBourse.fr/- http://SalonAT.com/ - Nicolas Vitale, programmeur et responsable du site http://Trading-Automatique.fr, en conférence sur le Trading Haute Fréquence lors du salon du trading le 21 septembre 2012 à Paris.


  • jaguar1637 2297 days ago

    so, he is talking about a short-term strategy based on momentum

  • jaguar1637 2296 days ago

    I would rather prefer to watch this one,

    this trader is a professionnal forex teacher

    the interview is in french


  • JohnLast 2296 days ago

    The conference "le Trading Haute Fréquence", a un but informatif et généraliste qui vise HFT uniquement l'idee est de comprendre la problematique, le deuxième lien traite je crois des aspects du trading.

    The conference has the idea of broad presentation of the HFT. The second video look at the indicator on the left it is the indicator "market profile". If you want something more concrete I will give you links.

    If I remember I have watched somewhere videos about its use, however the open orders clustering are giving me the same information that is more reliable to me.

    The videos are here:


    The indicators are here:


    This is closelely related with the discretionary methods of Volume Spread Analysis (VSA). As we do not have information about the real volume in Forex we could call it Tic Spread Analysis (TSA). However several simple tests (check the link) show that the peaks in the number of tics at different brokers happen to be in the same time.

  • jaguar1637 2296 days ago

    OK ok

    And is it possible to create a strategy based of following trends and this Vwap indicator ?

  • JohnLast 2296 days ago

    Possibly, but I have not anything concrete, to me it looks like a discretionary approach. I would need to read everything again.

  • jaguar1637 2296 days ago

    OK, I got a possible strategy w/ VSA and VWAP 

    What you has learned so far or at least should have learned is that market direction is reflected in the relation of price to the VWAP AND the relation of the VWAP to the PVP.

    Market data is skewed to the upside when the VWAP is above the PVP, skewed to the downside when VWAP is less than the PVP and symmetric when VWAP ~= PVP.

    you should be trading only in the high volume region of the price action
    so , to enter a trade, the following conditions should prevail:

    • Long Entry:    VWAP > PVP and price action above the VWAP
    • Short Entry:    VWAP< PVP and price action below VWAP
    • No Trade:       VWAP~= PVP
  • JohnLast 2296 days ago

    Yes it is that the basic from those links.