I spent 18 years in trading, 15 of them professionally. I worked as a Senior Trader and Head of Trader Development, trained traders on professional desks, and made eight figures in trading profits. Earlier this year, I retired from professional trading to manage my own capital and spend more time with my family.
I've watched retail trading evolve for almost two decades, and it's incredible how much time people waste learning things that have little to do with actual trading.
People spend five or ten years watching YouTube videos, buying courses, jumping between strategies, learning ICT, SMC, order blocks, fair value gaps, candlestick patterns, and whatever astrology level nonsense is currently trending. They burn through thousands in trading losses and spend thousands of hours staring at charts, only to end up no closer to consistent profitability than when they started.
Meanwhile, they could have spent that time learning how markets actually work, how orders interact, how to read order flow, how to execute, and how to test whether a strategy has a genuine statistical edge.
I've seen both sides firsthand. The retail success rate is roughly 1% or less. Among the traders I trained on professional desks, it was around 40 to 60%.
That's a massive difference, and it should make people question the way retail trading is taught.
I'm happy to answer questions about professional trading, market mechanics, order flow, execution, strategy validation, and what separates actual trading from the stuff sold online.
Ask me anything.
EDIT: For anyone asking how I trade:
I trade order flow. Order flow is the sequence of limit and market orders arriving at the exchange. Limit orders provide liquidity, while market orders consume it. Price changes when aggressive orders exhaust the resting quantity at the best price, or when that liquidity is cancelled. Executed trades classified by price and aggressor side, combined with changes in the order book, provide a direct record of the mechanisms driving price formation.
This process is exploitable because order flow has structure. Institutional parent orders are typically executed through multiple child orders over time to manage market impact, creating persistence in signed trade flow and making current aggression informative about near term activity. Market makers face adverse selection when trading against informed or persistent order flow. As that risk increases, they may withdraw, reprice or skew their quotes, reducing available liquidity and allowing price to traverse multiple levels with relatively little volume. That's what I take advantage off.
The other side of that dynamic is absorption. When substantial aggressive flow fails to produce corresponding price displacement, passive participants may be absorbing the incoming orders. This can leave aggressive traders poorly positioned, with subsequent exits potentially adding opposing market order flow if the market moves against them.
I measure these interactions through variables like price displacement per unit of aggressive volume, liquidity replenishment rates and changes in order flow persistence.