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.
1542 readings · 1982–2020
The map
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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 Index1982Constructing moving averages with weights, alignment, and adaptive lookbacksMoving average1982Cycle phase windows for chart signal filtersDominant cycle detection1982Scale-free Commodity Channel Index constructionCommodity Channel Index1982Three gates for a futures book: equity risk, expected value, and shrinking pyramidsKelly criterion1982A bounded-risk entry separates a forecast from a trendTrend following1982Constructing a funnel from converging support and resistanceFunnel formation1984Constructing maximum-entropy spectra for dominant-cycle forecastsMaximum entropy spectrum analysis1984Evaluating managed account portfolios on the risk-return frontierMean-variance optimization1984Constructing the slow stochastic from a five-session rangeStochastic oscillator1984Constructing TRIX from a cutoff to one shared alphaTRIX1984How to construct a maximum-entropy cycle modelMaximum entropy spectrum analysis1984Pairing tradeoffs with pre-trade checklistsTradeoff analysis1984Constructing a maximum-entropy forecast from a chosen lookbackMaximum entropy spectrum analysis1984Half-cycle differencing for momentum signalsDifferencing1984Critiquing reward bias, single-scale charts, and exact-turn forecastsTrading psychology process1985Industry leadership carryover as a bull-regime testSeasonal analysis1985Beta and alpha as chosen regression parametersLinear regression1985Constructing median lines from graded pivotsMedian line1985Constructing a recursive two-gain price smootherKalman filter1985A serial-dependence window from signed price transitionsTransition matrix1985Gold-proxy trendlines and a January support baseTrendline1985Constructing excess and momentum difference-curve oscillatorsMomentum strategy1985Constructing period-locked half-cycle and full-cycle averagesDominant cycle detection