# Order Flow Imbalance - A High Frequency Trading Signal in Julia

**URL:** <https://discourse.julialang.org/t/order-flow-imbalance-a-high-frequency-trading-signal-in-julia/76656>\
**Category:** Finance and Economics\
**Created:** [February 17, 2022, 9:06pm UTC](https://discourse.julialang.org/t/order-flow-imbalance-a-high-frequency-trading-signal-in-julia/76656 "2022-02-17T21:06:26Z")\
**Posts on this page:** 2\
**Page:** 1

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**Author:** ![dm13450](https://avatars.discourse-cdn.com/v4/letter/d/eada6e/32.png) [@dm13450](https://discourse.julialang.org/u/dm13450)\
**Post date:** [February 17, 2022, 9:06pm UTC](https://discourse.julialang.org/t/order-flow-imbalance-a-high-frequency-trading-signal-in-julia/76656/1 "2022-02-17T21:06:26Z")

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I’ve written a blog post on a high frequency trading signal and how I use Julia to easily calculate it and see if it is profitable.

> **[Order Flow Imbalance - A High Frequency Trading Signal](https://dm13450.github.io/2022/02/02/Order-Flow-Imbalance.html)**
>
> I’ll show you how to calculate the ‘order flow imbalance’ and build a high-frequency trading signal with the results. We’ll see if it is a profitable strategy and how it might be useful as a market indicator.

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**Author:** ![AMJ](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/amj/32/214096_2.png) [@AMJ](https://discourse.julialang.org/u/AMJ)\
**Post date:** [February 18, 2022, 9:16am UTC](https://discourse.julialang.org/t/order-flow-imbalance-a-high-frequency-trading-signal-in-julia/76656/2 "2022-02-18T09:16:27Z")

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Pretty cool read, keep up the great work.