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Scaling Volatility Efficiency
August 9, 2017 @ 7:00 pm - 9:00 pm PDT
Learn about one of most popular strategies used by major HF (High Frequency) trading firms. As well as many investment funds to measure trading efficiency. This sophisticated algorithmic strategy was kept a secret for many years; away from the retail traders; today most trading platforms carry it as part of their arsenal of studies. In this presentation I will highlight several uses of the VWAP (Volume Weighted Average Price) technical study to enhance your trading decisions.