An Introduction to Market Auction Theory (MAT) and Order Flow Trading Strategy
Published:
The note explains how to read a market as a two-sided auction — why price sticks in some ranges (balance) and runs through others (imbalance) — and then introduces the concrete tools (order book/DOM, volume profile, footprint chart, delta/CVD) and the entry rules (ride imbalance, fade exhaustion, read absorption vs. initiation) to act on that reading.