Research method
Market profile
Market profile is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Research filter
- Input
- Order book, spread, volume, auction and trading costs
- Horizon
- Seconds to the order life cycle
- Best use
- Choose an executable order and account for implementation cost.
- Input: Order book, spread, volume, auction and trading costs.
- Output: filter.
- Use boundary: Choose an executable order and account for implementation cost.
The graph3
How the method is built, and where it has been read
Depends on
Often reviewed together
Volume confirmation4 readings
Often reviewed together
Session analysis5 readings
Often reviewed together
Volume profile19 readings
Read in the archive1 reading
This registry entry describes a research method. It is not investment advice and does not make a performance claim.