Présentation du livre en françaistrading et marchés financiers

CVD TRADING

Name: CVD TRADING
Author: Faramarz Kowsari

Reading Cumulative Volume Delta, Order Flow, Absorption, Divergence, and Liquidity

« CVD TRADING » est un livre de Faramarz Kowsari dans le domaine trading et marchés financiers. Cette page de découverte en français organise les métadonnées publiques du livre afin de rendre ses thèmes, son public, sa langue réelle de publication et ses accès officiels plus faciles à trouver.

La fiche publique met en avant le trading, la structure de marché, la liquidité, le risque ou des concepts connexes.

Langue de publication: anglais. Cette page est une orientation en français. Le livre lui-même est publié en anglais ; le titre, l'aperçu et les options d'achat sur Google Books correspondent à cette édition.

Voir sur Google Books Ouvrir l'aperçu gratuit Page originale du livre

De quoi parle ce livre ?

La fiche publique met en avant le trading, la structure de marché, la liquidité, le risque ou des concepts connexes.

Thèmes mis en avant

Cumulative Volume Delta (CVD)Volume versus deltaTrade classificationBid and ask executionCVD construction and session resetsPrice and CVD relationshipEffort versus resultCVD confirmationCVD divergenceAbsorptionExhaustionAggression efficiencyFailed auctionsMarket structure

Description publique originale du livre

anglais

CVD TRADING treats Cumulative Volume Delta as evidence about classified aggressive execution, not as a stand-alone prediction line. The book begins with the mechanics behind the indicator: volume versus delta, how trades are classified, how a cumulative curve is built, why session resets and anchors matter, and why two platforms can show different CVD histories. Price and CVD are then read together so the reader can distinguish confirmation from disagreement and ask the more useful question: what happened to price when aggressive buying or selling actually appeared? The central chapters develop the order-flow relationships that make CVD valuable in context. They cover effort versus result, confirmation, divergence, absorption, exhaustion, aggression efficiency, failed auctions, market structure, liquidity, support and resistance, balance and range behavior, VWAP, Volume Profile, footprint charts and DOM. Trend continuation, reversals, breakouts, failed breakouts, trapped traders, session opens, anchoring, re-synchronization and multi-horizon CVD are treated as conditional structures rather than automatic signals. Separate sections address futures, crypto, stocks, FX and CFDs, including the important limits created by data provenance, tick reconstruction, aggregation and platform methodology. The later part of the book turns interpretation into a testable process. It examines failure modes, backtesting, measurement, case studies in bullish and bearish absorption, successful and failed divergence, range absorption, crypto spot-versus-perpetual differences and trapped aggression. The final playbook chapters place context ahead of signal: market and session first, then structure and location, then volatility and liquidity, then CVD evidence, and only after that…

À qui s'adresse le livre ?

Le public visé est fondé sur la description publique du livre. Pour les lecteurs francophones, il faut noter que l'édition disponible est publiée en anglais.

For futures, crypto, order-flow and intraday traders who already encounter CVD on trading platforms but want to understand what the line actually measures, where its data can fail, how to combine it with price, liquidity and structure, and how to turn CVD observations into testable setups rather than indicator-first predictions.

Objectifs d'apprentissage publiés