Trade Detection for New York Times Events:
It's 9:03 AM on a Tuesday morning. Your screen shows a steady stream of price action on the ES futures contract. Then, a sudden spike in volume. You won...
It's 9:03 AM on a Tuesday morning. Your screen shows a steady stream of price action on the ES futures contract. Then, a sudden spike in volume. You wonder if it's just algorithmic trading, or if something more significant is happening. But you can't see the institutional flow behind the move—until it's too late. This is the reality for many traders who miss the subtle shifts in market dynamics that precede major price movements. When institutions move large capital, it creates patterns that can be detected before they become widely reflected in price action. And for traders who can identify these patterns, the opportunity to anticipate market moves becomes possible. Institutional Flow is the monitoring of buying and selling activities by large investors like hedge funds and pension funds. It helps traders understand how these activities influence market trends, demand, and asset prices. By analyzing institutional flow, traders gain insights into where significant capital is moving before it becomes evident in broader market indicators. Major news events, particularly those reported by major publications like The New York Times, often trigger significant institutional activity.