Research
Field Notes
Method logs, market structure, and the reads we can defend with data — published when the signal survives. No noise.
3 notes
2026
Jun 2026LatestReading liquidity through the order bookHow resting depth and queue position reshape a fill — and what honest slippage actually looks like once you stop trusting the mid.Market structureMay 2026Notes on regime detectionSeparating trend from noise across shifting volatility regimes, and why most switches are seen only in hindsight.MethodApr 2026Benchmarks that flatterWhy naive baselines quietly overstate a model's real performance — and the honest comparisons we hold ourselves to.MethodNo notes in this topic yet.
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