The library
Learn
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.
By market
Stocks
14Equities microstructure: earnings moves, float, short interest, rebalancing flow, spreads, dark pools.
Futures
23Margin, roll, term structure, session mechanics, E-mini and micro contracts, prop-firm evaluations.
Commodities
3Oil, gas, metals, grains and livestock: curves, seasonality, spreads, and how physical supply gets priced.
Prediction Markets
6Prices as probabilities, favorite-longshot bias, fees, resolution rules, calibration and venue arbitrage.
By method
Start Here
26How to begin: picking a style, risk basics, what a backtest can and cannot prove.
Quantitative
11Backtesting methodology, statistics, anti-overfit practice, position sizing, and full system papers.
Order Flow & Structure
18Footprint, delta, absorption, DOM and tape, plus VWAP, opening range, session levels and volume profile.
Price Action (ICT / SMC)
7Fair value gaps, order blocks, liquidity, market structure, premium vs discount — with the skeptic's reading.
Strategy
24One complete strategy every weekday, written up as a paper: the idea, the rules, the evidence and the ways it fails.
Indicators
50An open-source Pine Script indicator every weekday, full code included, explained line by line.
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
ATR-Based Trailing Stops: How Exit Design Reshapes Profit Factor and Drawdown
A complete, testable trading strategy: an ATR-based trailing stop applied to an existing entry: how exit design alone changes profit factor, drawdown and adverse excursion. Exact rules, full Pine Script code, and an honest reading of the evidence.
Market Makers: Liquidity, Compensation, and the Bid-Ask Spread
A market maker is a securities firm that quotes both buy and sell prices for an asset and stands ready to trade at those prices, supplying liquidity to
How Earnings Announcements Move Stock Prices Overnight
Earnings announcements typically produce a large fraction of their total stock price movement in after-hours and pre-market trading, rather than during regular hours. This happens because market participants
Swing Structure: BOS & CHoCH Marker
Free open-source Pine Script indicator: swing high/low structure marker (BOS and CHoCH labels). Full code and a plain-English walkthrough.
Trading the Economic Release Reaction
A complete, testable trading strategy: trading the reaction to a scheduled economic release rather than predicting it: a discretionary framework with hard risk limits. Exact rules, full Pine Script code, and an honest reading of the evidence.
E-Mini and Micro Futures Contracts: Purpose and Mechanics
E-mini and micro futures are smaller versions of standard stock index, commodity, and currency futures contracts, typically one-tenth or one-hundredth the size of their conventional counterparts. They exist
Regime Detection: Rolling Volatility, Markov Switching, and the Overfitting Trap
Regime detection aims to identify structural shifts in market behavior, typically modeled as transitions between distinct statistical states (high volatility/low correlation, crisis regimes, trending/ranging). Two common methods are
Post-Earnings Announcement Drift: Forty Years of Evidence and the Current Debate
Post-earnings announcement drift (PEAD) refers to the tendency for a stock's price to continue moving in the direction implied by an earnings surprise in the days and weeks