Thanks. Presentation provided a good introduction to dark pool gaming covering classical strategies. Can some one mention about more sophisticated gaming strategies?

<t>What are some good tick data based metrics to decide market direction as up, sideways or down. Ideally I would consider a small window of say 100-200 ticks or 5-10 seconds (based upon volumes of the stock) and classify it as one of the three.Following are some naive ideas1. Comparing VWAP's for d...

Can some one cite sources where I can find information about Gaming strategies employed by HFT Firms/Day Traders.