Research library
Not a signal. A way to inspect when it works.
A navigable library of methods, observations and independent readings of a forty-year partner archive.
4693 readings · 1982–2025
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Open the full directoryChoose a field of study first. Every branch opens its subtopics, methods and archive readings.
01
Technical analysis
Technical analysis methods with explicit inputs, outputs and limits.
Trend and channels · Chart patterns · Market breadth · Waves and ratiosOpen topic 02Quantitative methods
Methods that make their assumptions, inputs and tests explicit.
Time series and forecastingOpen topic 03Quantitative models
Quantitative models methods with explicit inputs, outputs and limits.
Indicators and filters · Time series and forecasting · Cycles and spectral analysis · Statistical testsOpen topic 04Trading systems
Trading systems methods with explicit inputs, outputs and limits.
Entry and exit rules · Trend and mean reversion · System design · Decision processOpen topic 05Risk and position sizing
Risk and position sizing methods with explicit inputs, outputs and limits.
Stops and loss limits · Sizing and leverage · Drawdown and survivalOpen topic 06Execution and market microstructure
Execution and market microstructure methods with explicit inputs, outputs and limits.
Order types and routing · Liquidity and costs · Auction and volumeOpen topic 07Portfolio and market context
Portfolio and market context methods with explicit inputs, outputs and limits.
Portfolio construction · Intermarket and spreads · Options and volatility · Seasonality and regimesOpen topicThe index
Archive readings
All readings by year1982Three gates on a 1982 pork-belly shortCommodity Channel Index1982Building FFT spectra to size cycle filtersFourier analysis1982Constructing moving averages with weights, alignment, and adaptive lookbacksMoving average1982Construct ARIMA forecasts from lag diagnosticsARIMA1982Cycle phase windows for chart signal filtersDominant cycle detection1982Six-category classification as a trend and pyramiding case studyLivermore six-category price-activity classification1982Spectrum-first construction of moving-average trend filtersTrend filter1982A three-category Fibonacci filter for wave setupsFibonacci time cycle1982An odd-length smoother from a cycle cutoffMoving average1982Head and shoulders as a three-path completion testHead and shoulders1982Scale-free Commodity Channel Index constructionCommodity Channel Index1982Why wave counting stops full Elliott automationElliott wave analysis1982Swing charts, stop-loss orders, and good-till-cancelled covers in a bond-market coilSwing chart1982Constructing range resistance from harmonic swing divisionsSupport and resistance1982Constructing semi-log scales for trend channelsChart scale analysis1982Basis-managed hedges and related market substitutesHedging strategy1982Three gates for a futures book: equity risk, expected value, and shrinking pyramidsKelly criterion1982Constructing commodity spreads, calendar legs, and option strapsCommodity spread trading1982A bounded-risk entry separates a forecast from a trendTrend following1982Constructing a funnel from converging support and resistanceFunnel formation1982Critiquing Fourier, Elliott, and seasonal commodity modelsFourier analysis1982Park good-till-cancelled targets after commissions at the chart bandsGood till cancelled order1982Evaluating half-hour crossovers with cycle priors and stopsMoving-average crossover1984A long silver put as a prepaid loss capLong put