01note coverJun 2026
Reading liquidity through the order book
How resting depth and queue position reshape a fill, and what honest slippage looks like.
Quantitative research firm
We turn market complexity into actionable conviction — research and infrastructure, with the noise filtered out.
No code.
In development
Your AI is brilliant at everything except money — because it's guessing. BlackMonday Connector gives it institutional-grade financial data: ask about any company, sector, or portfolio and get answers grounded in real data.
Nothing leaves the desk until the signal survives the data.
BlackMonday builds the research systems behind a markets desk and data infrastructure for builders.
We belong to a new generation of quantitative firms — where the systems do the reading, at a scale and pace no desk could match, and the people do the judging. Founded in 2026, privately held, and accountable only to the research.
When markets turn turbulent, we find clarity, not doubt.
Edge in Extremes
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