Transcript for:
Understanding Market Foundations and Auction Market Theory

most Traders never take the time to understand the very foundation of the markets that they aim to conquer let's face it most folks would rather follow a set of instructions then dive into personal insights and Innovative thinking the proof The Staggering number of retail day traders who fail understanding the core principles of what moves a markets will be critical when you begin developing your playbook later in this course as a day trader you need conviction if you don't understand the logic behind the trading decisions that you make you will always lack conviction in this video we're going to break down what really moves the markets by diving into auction Market Theory followed by a visual exercise that drive these Concepts home let's get into it the purpose of the financial markets is solely to facilitate trade and it does so by auctioning from high to low and low to high to find where the most trade can be facilitated you can think of trade facilitation in terms of your local grocery store if the price of orange juice is too high Shoppers will refrain from buying the grocer responds by lowering the price to a level where buyers react by purchasing however if the grocery moves the prices too low he will run out of inventory quickly as buyers take advantage of prices below value prices will eventually balance somewhere in between the two extremes where value is establish and the most trade can be facilitated this simple auction process is the core concept behind AMT auction market theory is a philosophy that financial markets move higher and lower due to imbalances between buyer and seller aggression caused by market events until price discovers a level where aggression is balanced and the most trade can be facilitated which is what we call Fair Value let's break this down ultimately there's two opposing forces in the market buyers and sellers When Buyers are the aggressor a buy imbalance forms and prices will rise in search of new sellers when sellers are the aggressor a sell imbalance forms and prices will fall in search of new buyers when aggression is Balan the market has found fair value and will remain at fair value until a new market event changes aggression of buyers or sellers causing an imbalance fair value is simply the price area that facilitates the most trade between Market participants buyer and seller aggression is balanced resulting in price trading in a tight range on higher volume historically technical analysts Define fair value as the range of prices where 70% of total trading volume occurred you may have noticed when adding a volume profile to your chart that your platform uses 70% for the default setting to understand why we need to go back to high school statistics a normal distribution seen here also called a bell curve is simply a symmetrical probability distribution in statistics it represents a graph where the data clusters around the mean with the highest frequency in the center and decreasing gradually towards the Tails 70% has been used for fair value as it's close to one standard deviation from the mean which statistically represents 68.26 of all data to summarize AMT let's use a flowchart a security trades at fair value when when buyer and seller aggression is balanced represented by Price trading in a tight range on high volume Market events such as economic News company earnings and so on cause imbalances to form the imbalance drives price away from fair value in search of new buyers or sellers this process is called Discovery eventually price will reach a level that attracts new buyers or sellers into the market offsetting them balance forming a new fair value the markets are constantly rotating from balance to imbalance and back to balance through price Discovery later in the course you will learn different tools that you can use to analyze buyer and seller aggression to help determine if the market is balanced or imbalanced in balanced markets you will look the fade moves as price moves away from fair value which is called mean reversion when markets are imbalance Traders will look to trade in the direction of the imbalance as the market goes into Discovery and begins to Trend this is the basic premise of auction Market Theory yet I want to go a little bit deeper and get you to understand what is really happening on a granular level when when the market is balanced or imbalanced for the following exercise we're going to lump all Market participants into one of two categories intraday participants and other time frame participants intraday participants trade and provide liquidity not Direction by acting as middlemen the goal of the intraday participant is to profit from smaller intraday moves over and over intraday participants are always going to be flat at the close of the trading session other time frame participants are just s they don't make decisions based on intraday pricing they're trading on longer time frames such as daily weekly or monthly charts thus they hold overnight positions it is the other time frame participants that actually move and shape the market for this exercise we will use triangles to represent intraday buyers and sellers and squares to represent other time frame buyers and sellers the size of the triangle or Square will represent intraday or OTF participant aggression let's first look at a balanced Market at the extremes we have some Large OTF buyers buyers and sellers as you can see here intraday Traders begin buying aggressively and push the market higher as price rallies bids begin filling in from OTF buyers yet they aren't being that aggressive as can be seen by the size of the squares in this situation we would say that the bid is thin or light intraday Traders continue to push price up to a level where there's a lot of OTF Traders sitting on the offer you can see the intraday buyers are becoming overextended by the size of the triangle there's too much liquidity on the offer from OTF participants and intraday Traders begin liquidating their positions or enter short driving prices lower as price begins to sell off notice how the offers filling in are once again pretty thin price sells off to a level where multiple OTF buyers are now sitting on the bid but yet again intraday Traders are overextended in price reverses but what's different about the rally this time if you guess that the OTF Traders are becoming more aggressive and the bid is thickening up you will would be correct when we reach the top side of the range again price breaks through and continues to Rally this is what's occurring on a granular level when a new market event causes a buy imbalance price continues to Rally as it goes into Discovery looking for new sellers the OTF participants filling in on the bid allow intraday traders to hold or exit for profit thus the intraday buyers are less extended in this rally and it will continue until New sellers end a market matching the aggression of the buyers applying auction Market Theory to your analysis of the markets will help you remove the noise and doubts in your trading moving forward I want you to keep AMT in this exercise in the back of your mind anytime you're learning about a new piece of context a pattern an indicator and most importantly as you begin to develop your playbooks if you like this video help my channel out and give it a thumbs up and subscribe in doing so I promise to continue to produce content that I'm confident will help you become a better day trader I'll see you in the next video take care