Insights on market microstructure, machine learning alpha generation, and backtesting methodology.
August 10, 2026 • Research Paper
An in-depth empirical study examining Cumulative Volume Delta (CVD) divergence prior to major market liquidations in perpetual futures.
July 28, 2026 • Engineering
How we redesigned our WebSocket ingestion engine to process 50,000 orderbook updates per second with zero garbage collection pauses.
July 14, 2026 • Model Release
Overview of the architectural enhancements in neural network model v4.2 including multi-timeframe Transformer attention layers.