Guest appearances
Bookmap · ATAS · Volland · WH SelfInvest · Insider Trading
Trading platforms and brokers invite Oliver Sparing to show their audiences how he reads the market: the order book, order flow and options. Marnie Aramruck speaks about trading psychology. Most recordings are in German; YouTube offers automatically translated English subtitles.
about 100livestreams for Bookmap since April 2023
18webinars with ATAS Germany
5hosts: Bookmap, ATAS, WH SelfInvest, Volland, Insider Trading
All appearances
Order Flow with Oliver Sparing: the German Bookmap stream
Since April 2023, Oliver has regularly analysed the market in Bookmap's official German-language livestream: the order book, the heatmap and trades from the session, plus questions from the chat. Oliver was the first German-speaking trader to stream live for Bookmap as a coach. The playlist shows every episode, newest first.
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All webinars with ATAS Germany
From October 2023 to October 2025, Oliver was a regular guest in the ATAS Germany webinar: market analysis and trade ideas in the ES future, plus topics such as backtesting, stops, COT data and dark pools. The playlist shows every webinar.
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Oliver Sparing on his path, order flow and swing trading
In this interview of almost 90 minutes, Oliver describes how, after losing his first CFD account, he moved through precious metals dealing, options and swing trading to day trading. He explains his order flow process: market analysis with dealer hedging data, dark pools and the CME SPAN risk interval first, then confirmation in the order book. The second part covers COT data, seasonality and risk management in swing trading.
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The illusion of control
Marnie Aramruck explains why the wish for control in trading often does more harm than good. Starting from the brain as a prediction machine, she shows how an unmet expectation can turn into stress, tunnel vision and hasty action, and uses a chart example to show what that looks like in a trade. She treats emotions as data and an early warning system; the space between stimulus and response can be trained before, during and after a trade.
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Selecting expirations for trade planning
Volland provides data on options dealer positioning. At its all-day live event Volland Refined in November 2025, Oliver was one of the guests. He explains why day traders should read the dealer hedging data that matches their own time horizon, walks through his layout with gamma, charm and vanna, and plans his levels from it using S&P and Nasdaq futures examples.
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Dark pools: what the data shows
Oliver Sparing explains what dark pools are, why institutional traders route large orders through them, and what the delayed reports do and do not reveal. Using two examples from crude oil and S&P 500 futures, he shows in the ATAS replay how dark pool zones feed into trade planning.
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Automated market analysis with Level of Interest
Oliver Sparing presents the Level of Interest software for ATAS: how it grew out of his daily market analysis and which seven data areas it draws on, from dealer hedging and dark pools to CME SPAN intervals. He also answers questions on markets, setup and working with the levels.
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Backtesting with ATAS
Oliver Sparing shows how discretionary day traders build a backtest in ATAS: first a statistical test with fixed rules in replay, then the discretionary phase. Using an example idea in the S&P 500 futures, he fills in a log and explains what it reveals about stops and position size.
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Can day trading rely on gut feeling?
Oliver Sparing looks at what role gut feeling may play in day trading, separating guesswork from intuition that grows out of experience and pattern recognition. He compares discretionary and mechanical trading and explains why this experience takes time and why pressure to succeed works against it.
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Futures and options in day trading
How options differ from directional futures trading: calls and puts, the option seller's role, win rate versus risk-reward ratio, and time decay. Using a recorded short call in the S&P 500, Oliver shows how a sold option behaves when the market moves against the position, and what the downside is: a capped premium and losses that can exceed the premium collected.
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Options and futures in day trading
Oliver Sparing compares futures and options in day trading: how an option works like insurance, why sellers hold a statistical edge, and how zero-DTE options are traded systematically or directionally. Using charts and one of his own trades, he weighs both instruments, from time commitment to complexity.
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Discretionary day trading with the order book
An introduction to trading from the order book: how market and limit orders move prices, and how institutional traders build large positions via the exchange and dark pools. Using the S&P 500 futures, Oliver shows the heatmap and depth of market, explains delta, absorption and spoofing, and lists the five factors he checks before every trade.
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Placing stops
Oliver Sparing distinguishes statistical and discretionary stops: how a trading journal helps find a suitable stop size, why fixed stops struggle when volatility shifts, and what speaks against trailing stops. On the chart he shows how to place and trail stops behind extremes, levels and order book liquidity.
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Order Flow With Oliver Sparing: re-entry and the rule of three ticks
An ES trade with a re-entry after a stopped-out first attempt, scaling into three contracts and trailing the stop by Oliver's rule of three ticks. Q&A: gamma, vanna and charm compared, and why large limit orders can attract price. To finish, three basic levels: yesterday's high, yesterday's low and yesterday's VWAP close.
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COT data in today’s markets
Oliver Sparing explains how the CFTC's COT report is compiled, which trader groups it separates and why managed money now deserves the most attention. He shows COT indicators in ATAS, the difference between open interest and volume, and why, for swing trading, extreme positioning needs chart logic alongside it.
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Statistics as a trading tool
Oliver Sparing compares statistical and discretionary trading and explains why your own evaluations build confidence and reduce psychological mistakes. He introduces the risk quadrant of reward-to-risk, hit rate, trading frequency and risk per trade, suggests three extra journal columns and shows in ATAS how to evaluate VWAP reactions.
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Day trading or swing trading: which one suits me?
Oliver compares the two trading styles by holding period, required capital, ongoing costs for data and software, and the kind of analysis: fundamentals such as the COT report and seasonality in commodities, statistical or discretionary approaches in day trading. To anyone still undecided, he suggests starting with swing trading.
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Photos
On stage
At the ATAS booth at Finance26 and at our own TradeNeon Summit, where ATAS was our guest. Click a photo to enlarge it.
Live with TradeNeon
Watch Oliver live
In our own livestreams and webinars, Oliver analyses the markets and answers questions from the chat. Most of them are held in German; the calendar shows the language of each session.