Software to analyse order book Level 2 market data

(Last Updated On: April 20, 2015)

Software to analyse order book Level 2 market data

As I hinted in my video below, this is topic rarely covered. Even the words from a highly accomplished trader on my newsletter said:

really think is the most important way to assess the demand in the market.
Keywords order flow, order book, etc…If you could see how these guys trade with the order flow then “backtesting” gets a completely different meaning…
http://quant.stackexchange.com/questions/1865/what-tools-exist-for-order-book-analysis-and-visualization/17426#17426
I wish I had more time to study these but honestly, there is no need as I am quite confident Matlab has the features to be able to accomplish many of these. It is just getting it done is always the hard part.

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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs