Institutional Order Flow strategy leverages large-volume trade patterns from institutional investors to identify market trends and liquidity zones. By analyzing volume imbalances, dark pool activity, and block trades, it predicts future price movements with high accuracy. Statistical models, such as VWAP, order book dynamics, and flow-based momentum, help in detecting accumulation or distribution phases. Algorithmic execution strategies ensure optimal entry and exit, minimizing market impact and slippage. This strategy benefits from following “smart money” flows, providing an edge over traditional retail-driven approaches.