| QUANT | PointMap | 

With this tool for visualizing the liquidity of futures instruments, we will specifically study how the liquidity of the book has been distributed!

We are going to study the different liquidity delta of the order book which will all be represented as scatterplot in region 2.

We are in fact on a scatter plot that will show us how the distribution of limit orders across the order book is going to be done. Each point in the cloud will correspond to a delta depth value that has been recorded and calculated from the DOM.

By studying the shape of the famous cloud of points, we will be able to determine tolerance thresholds, beyond which we will have a direct reaction on the price action!

We will also very often see, by looking at the profile on the left, that the liquidity in the order book is very often distributed in a very optimal way, with a bell-shaped profile: a classic. This shows us that liquidity is distributed in a very orderly way in the DOM, even if it seems very chaotic on the surface. The reality of the numbers shows us a very different reality! Indeed, the DOM is probably the most orderly and structured tool that can exist.