Order Flow Analysis

Understanding market microstructure through order flow

liquidity
trading
statistics
An introduction to order flow analysis, bid-ask spreads, and market impact modeling.
Author

Christos Galerakis

Published

January 19, 2026

1 Abstract

Order flow analysis examines the mechanics of how trades are executed in financial markets. This article will cover bid-ask spreads, market impact, and the information content of order flow.

2 Coming Soon

This article is under development.