Market Microstructure & Order Flow Intelligence
Empirical education on continuous double auction mechanics, DOM depth, and quantitative execution. Grounded strictly in verifiable exchange matching engines and econometric models.
Core Research Disciplines
Order Flow & Footprints
Level 2 DOM ladders, diagonal bid/ask matching, stacked imbalances, unfinished auctions, and passive limit absorption.
Market Microstructure
Continuous double auction (CDA) matching engines, price discovery priority, queue position, and latency econometrics.
Crypto Perpetual Derivatives
Perpetual funding rate mechanics, open interest velocity, REKT liquidation telemetry, and whale volume filters.
Auction Market Theory & TPO
30-minute letter brackets, Initial Balance expansions, Monday Range frameworks, and session Value Area migration.
Quantitative Risk Engineering
Invalidation-based sizing equations, asymmetric expectancy (+EV), prop drawdown ceilings, and DRC cognitive debiasing.