[Paper-001] Order Flow Imbalance (OFI) as a Short-Term Price Predictor on Nasdaq-100 Futures
QP-001 | Market Microstructure | December 2025 Order Flow Imbalance (OFI) as a Short-Term Price Predictor on Nasdaq-100 Futures Keywords: Order Flow Imbalance, OFI, Nasdaq-100, High-Frequency Trading, Limit Order Book, Rithmic, Python Abstract: This research presents a comprehensive technical analysis of Order Flow Imbalance (OFI) as a primary predictive metric for high-frequency scalping strategies within … Read more