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We first analyze the statistical properties of order imbalance and investigate its capabilities as a trading strategy motivated by ideas introduced in 4, 7, 11. This thesis aims to investigate the performance of an order imbalance based trading strategy in a high frequency setting. Pdf algorithmic and highfrequency trading mathematics. The authors reveal how to build trading algorithms of highfrequency trading and obtain stable statistical arbitrage from the financial market in detail. Highfrequency trading hft is a program trading platform that uses powerful computers to transact a large number of orders at very fast speeds. Pdf order imbalance based strategy in high frequency. High frequency trading presentation free download as powerpoint presentation. Take the steps to become a successful trader high probability chart reading high frequency trading strategies high frequency trading software the cost of latency in highfrequency trading estimated probability of competing in athletics beyond the high school interscholastic level high profit trading patterns by kora reddy beat the odds in. Highfrequency trading and probability theory pdf download. We try to understand how the strategy performs on different futures contracts and its relationship with trading. The authors arguments are based on rigorous mathematical and.