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Futures Analytica
A quantatative approach to generating consistent alpha in equities.
futuresanalytica.com
L2Azimuth – Spoofing Detection and DOM Based Trading System
L2Azimuth is a NinjaTrader based depth of market (DOM) automated trading strategy that detects and exploits market manipulation using real-time Level 2 data. Powered by machine learning and spoofing detection, L2Azimuth combines these metrics with a traditional Limit Order Book (LOB) liquidity...
futuresanalytica.com
We let the markets define our approach—Not the other way around.
Our approach is grounded in data, letting market behavior and empirical evidence guide the development of our models. We don’t impose assumptions or preconceived ideas on the markets. Instead, we adapt our methods to reflect real-world conditions, ensuring that every strategy is built on a foundation of observed market dynamics and quantitative rigor.
1
Counter-Spoof ScannerIdentifies spoofing behavior in real-time, allowing you to exploit manipulative orders by capitalizing on the forced market exits of spoofers. Included in Core and above.
2
DEX-Array ScannerIdentifies spread collapsing in the order book, detecting catalysts for momentum shifts before they occur, positioning outcomes ahead of major price movements. Included in Insight & Forecast.
3
Trespass ScannerDetects liquidity imbalances in the order book to predict imminent price movements. It filters out spoofing behavior, restoring the accuracy of traditional DOM-based strategies. Included in Core and above. Trespass has three risk modes that will be toggled as necessary during trading hours.
4
2-Tick Microprobability Forecasting SystemA machine learning-based forecasting model that predicts the next 2 ticks of price movement using top levels of order book data. Included Exclusively in Forecast.
