AlphabotPro reads QQQ and NDX options order flow to predict NQ E-Mini moves 5–15 minutes in advance. Backed by 17 peer-reviewed academic studies.
Informed traders — institutions, hedge funds, insiders — prefer options because of leverage, anonymity, and cost efficiency. Their footprint shows up in QQQ and NDX order flow before NQ moves.
ndx_pcz), significantly predicts next-bar direction in futures markets.VWAP Trend-Touch captures long-side breakouts. Flow V3 shorts when NDX put/call z-score spikes. Together they provide coverage in both directions.
Strategy parameters were optimised on 387 in-sample days (Jun 2023 – Dec 2024), then validated on 310+ unseen out-of-sample days without touching the parameters.
Every layer of the stack was chosen for performance. The live engine processes proprietary tick data in under 50ms from tick to order.
Binary compiled with opt-level=3, LTO, and single codegen unit. Tails proprietary tick data every 50ms, aggregates 1-min bars, runs both strategies and writes live_state.json at 5fps.
Orders sent via a binary DTC protocol over TCP. Connects to Rithmic for real-time NQ data and order routing. Auto-reconnects on disconnect with exponential backoff.
DTC Binary · Rithmic5,799 lines of Python for signal research, feature engineering, and walk-forward validation. Grid search over 3,000+ parameter combinations with parallel iteration across 697 days of tick data.
pandas · numpy · ibkrDedicated VPS running nginx as a static file server — live state is a file alias updated at 5fps. Cloudflare handles TLS termination. Dashboard polls every 2 seconds with zero backend compute.
nginx · Cloudflare · NSSMEvery indicator is computed from raw proprietary tick data — no vendor delay, no interpolation. What you see is what the market is doing right now.
Volume profile computed directly from raw tick data — not TPO approximations. PoC in pink, 70% Value Area highlighted, VAH/VAL in blue. Redraws on every pan and zoom.
Real volume · 0.25pt bucketsSet your own contract threshold. Every qualifying print appears as a circle — sized by volume, green for buys at ask, red for sells at bid. Glow rings scale with size so the largest prints are impossible to miss.
Configurable threshold · LiveNet gamma exposure mapped across six volatility regimes — from strongly positive (market makers dampen moves) to strongly negative (amplification, squeezes). A live marker shows exactly where the market sits right now.
6 zones · Net GEX in $BSession VWAP anchored at the daily open and recomputed on every new bar using actual bid/ask volume. Slope direction determines trend bias. Bull and bear absorption levels shown as count badges.
AVWAP · Auto day-resetCall Wall, Put Wall, and Gamma Flip plotted directly on the price chart as dashed levels. Updated with live GEX data — these are the price levels market makers are actively defending right now.
Call Wall · Put Wall · γ FlipThe engine tails a proprietary binary tick feed every 50ms and writes live_state.json at 5fps. The browser fetches tick data directly via Range requests for incremental big-trade updates every 30 seconds.
Live trading signals, real strategy. No credit card required to start.
AlphabotPro is live at alphabot-pro.xyz. Watch the engine trade in real time.