The library

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A cited research database for quants and retail traders: stocks, futures, commodities and prediction markets, plus the methods that cut across them. Every reference is link-verified before publication and the whole library is re-audited weekly. Free to read, no account.

63
published papers
542
references link-verified · 12 primary

By market

By method

Glossary of Definitions

Every term defined across the library, A-Z by section, each linked to the papers that use it, with diagrams. Rebuilt weekly from the published papers.

Latest

Start Here··32 min read

Glossary of Definitions

Definitions of 142 trading terms, each linked to the research papers that use them, with diagrams.

Quantitative··5 min read

An Anti-Overfit Protocol for Strategy Backtesting on TradingView

A lab for testing NQ intraday strategies in TradingView's Strategy Tester with pre-registered parameters, capped optimization tries, single-read validation, and repaint-proof Pine code.

Quantitative··3 min read

Auditing Your Own Edge: Results From a Cross-Asset Backtesting Program

What a pre-registered, holdout-protected backtesting program found across stocks, crypto, and intraday strategies - including the audited numbers, the deflation caveats, and the long list of ideas it killed.

Futures··10 min read

The True Cost of Futures Scalping: Spread, Commission, and Breakeven Math

The hidden math behind spread costs and commissions that separate profitable futures scalpers from account-bleeders.

Order Flow & Structure··8 min read

Scalping vs. Swing Trading: Which Math Works for Your Account

Scalping vs. Swing Trading: Win Rates, Risk-Reward Ratios, and the Math Behind Each Style for Futures Traders

Futures··7 min read

Slippage: The Silent Tax on Futures Intraday Trading

Slippage costs day traders real money—learn to measure it, predict when it strikes, and control it before it controls your P&L.

Futures··9 min read

Why Your Profit Split Isn't Your Real Payout: The Hidden Math Between 100% and What You Actually Withdraw

Profit splits advertise at 80–100%, but safety nets, buffers, and eligibility windows shrink your actual payout. Here's the math.

Order Flow & Structure··8 min read

Win Rate vs. Risk-Reward: The Math That Kills Most Funded Traders

Risk-reward ratio determines what win rate you need to profit. Most prop traders chase high accuracy and lose money instead.