Insights
The blog
Notes on research, market microstructure, and the systems we build.
R
Markets
Reading order flow without fooling yourself
A practical look at microstructure signals and their pitfalls.
B
Software
Building reliable market-data pipelines
Notes on ingestion, storage and reconnection logic for live data.
D
Research
Designing a backtest you can actually trust
Why out-of-sample discipline matters more than a pretty equity curve.