Course Curriculum

  • 1

    Footprint Tool Overview

    • The Footprint Chart
  • 2

    Footprint Cluster Types

    • Volume Profile

    • Delta Profile

    • Bid-Ask Profile

    • Volume Cluster

    • Delta Cluster

    • Delta Ladder Cluster

    • Delta Ladder Profile
  • 3

    Footprint Chart Periodicity

    • Time-Based Periods

    • Quantity-Based Periods

    • Volatility-Based Periods
  • 4

    Footprint Trading Principles

    • Auction Market Theory

    • The Auction Process
  • 5

    Strategies

    • Absorption & Auctioning

    • Auction Imbalances

    • Breakout Trading

    • Exhaustion

    • Failed Breaks (Mousetraps)

    • Key Auction Reversals
  • 6

    Additional Reading

    • The Effect of Tick Size on Volatility, Trade Behavior, and Market Quality

    • Quote Setting and Price Formation in an Order Driven Market

    • Limit Orders, Depth, and Volatility

    • How Wise Are Crowds? Insights from Retail Orders and Stock Returns

    • Duration and Order Type Clusters: When Traders React and on which Market Side

    • Screen Information, Trader Activity, and Bid-Ask Spreads in a Limit Order Market

    • The Informational Role of Stock and Option Volume

    • Anatomy of the Flash Crash