A short-term trading strategy that capitalizes on price changes during the day (trading session). It uses positions opened and closed out in the same trading session. Basically, a scalping strategy involves an intraday observation of the bid-ask spread so that if the spread is wider than usual (i.e., the ask is higher and the bid is lower than normal levels), then scalpers interpret this as a sign to sell (because there are more buyers than sellers). However, if the spread is narrower than usual (i.e., the ask is lower and the bid is higher than normal levels), then scalpers would use this as a sign to buy, hoping that the selling pressure would last only for a short time.

Implementation of such a strategy requires that traders gain some familiarity with the use of a direct access trading system for swift order execution.