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.
By market
Stocks
8Equities microstructure: earnings moves, float, short interest, rebalancing flow, spreads, dark pools.
Futures
20Margin, roll, term structure, session mechanics, E-mini and micro contracts, prop-firm evaluations.
Commodities
0Oil, gas, metals, grains and livestock: curves, seasonality, spreads, and how physical supply gets priced.
Prediction Markets
0Prices as probabilities, favorite-longshot bias, fees, resolution rules, calibration and venue arbitrage.
By method
Start Here
16How to begin: picking a style, risk basics, what a backtest can and cannot prove.
Quantitative
4Backtesting methodology, statistics, anti-overfit practice, position sizing, and full system papers.
Order Flow & Structure
14Footprint, delta, absorption, DOM and tape, plus VWAP, opening range, session levels and volume profile.
Price Action (ICT / SMC)
1Fair value gaps, order blocks, liquidity, market structure, premium vs discount — with the skeptic's reading.
Indicators
0An 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
Glossary of Definitions
Definitions of 142 trading terms, each linked to the research papers that use them, with diagrams.
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.
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.
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.
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
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.
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.
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.