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Futures
Index futures (ES, NQ, RTY) are my primary trading instruments, and they offer deep, transparent order books ideal for microstructure analysis. I write about applying market profile, volume analysis, and order flow techniques to futures markets. These articles cover both the analytical methods and the infrastructure needed to process futures market data in real time.
2026-05
Quant
Finding Signal in Market Noise: I Stopped Reading the Tape and Started Measuring It
You can’t quantify what you haven’t observed. I paper traded order flow as a deliberate research step, building the intuition needed to formalize concepts like absorption, iceberg …