At ATXGV, we develop institutional-grade trading systems grounded in deep analysis of market microstructure data. Our approach goes beyond traditional technical analysis, we work directly with Market By Order (MBO) data containing hundreds of millions of orderbook events, extracting actionable insights from the granular behavior of market participants. Using advanced amplitude analysis and fill probability models, we identify high-conviction trading opportunities in the most liquid futures markets, including CME e-mini Nasdaq (NQ) contracts.
Our trading strategies are built on comprehensive backtesting frameworks that analyze minute-by-minute price action across multiple market sessions. We've developed proprietary algorithms that detect favorable amplitude conditions identifying periods where price volatility creates optimal risk-reward scenarios for systematic trading. Each strategy variant is rigorously tested across thousands of market minutes, with detailed performance metrics including win rates, drawdown analysis, and profit factors. Our order strategies are designed to capitalize on mean-reversion opportunities while maintaining strict risk controls with defined profit targets and stop losses.
We've built fully automated analysis pipelines that continuously monitor market conditions and validate trading hypotheses. When new market data becomes available, our systems automatically perform multi-dimensional analysis—from basic data quality validation to sophisticated statistical examination of trading patterns by session, volume characteristics, and volatility regimes. This systematic approach generates comprehensive reports with visualizations that track over 30,000 minutes of trading activity, identifying the 5% of periods that represent exceptional volatility and opportunity. Every analysis run is documented, versioned, and reproducible, ensuring our strategies adapt as market conditions evolve.
Email: info@atxgv.com