Autoscalp Pricing Model :

Various Copyrights have already been deposited on many modules and sub-systems and components.

Applied for Multiple Patents on the main module and algo generators,through an intellectual Property Firm.

Applied for Trade Secret in  [an undisclosed location] to lock intellectual property ownership of the core process.


Research & Development Tree.

The innovative market pricing concept as by the Autoscalp Creator, Matteo Gandola:


I reject OHLC pricing model as totally flawed and my market pricing model
is then different from the one banks and brokers use today.
I assume there is no univocal price of an instrument but four concurring prices:

  • a dark pool price
    where dark pools buy or sell an undefined amount for a given price
    of their choice which can be far away from actual price.

  • an order book price
    real bid and ask based on the heaviest levels by volume

  • a block trade price
    where heavily protected barriers or iceberg orders are expected to react

  • a sentiment price
    providers price vs consumers price


Understanding :

Autoscalp splits an index price into four internal prices, all of them independent from time.
Each with his independent pool of algos competing one another. Proprietary trend sniffers and profiling algos also allow me to know which of the four pricing models is moving first, which ones are lagged and in which direction they are going, thus giving me a definite competitive advantage on the publicly available pricing models which are instead based on OHLC candles and bear a single price.

Examples of Autoscalp pricing model main assumptions :

  • There is no univocal price quote but four of them .
  • There are no price/time charts.
  • There are no time series .
  • There is no mark to market .
  • There is no end of day price .

All the above five statements imply answering the wrong question:
At what time such price was true ?
- At what time was then false?

...but either being a price level true or false in a given time,
is not related to how price moves , a
t autoscalp
we call this perceptive error the OHLC model flaw.

Autoscalp pricing model is not driven by time-frames
but by multiple concurrent internal prices .

For more algo examples, see our ALGO page.


Autoscalp Know how core :

Our know know how consists in almost a decade of devoted resarch and development of signals, models, systems, strategies, our proprietary price engine , working papers , white papers... the worldwide autoscalp network and our think tank.
NDA and NCA have to be signed on both sides ahead of any disclosure.