Foundations
How markets and orders actually work
Understand bids, asks, market orders, pending orders, and why an algorithm's decision is only the start of a trade.
Read articleTopic / Market microstructure
Liquidity, order types, order books, impact, and the mechanics behind fills.
6 guides
Foundations
Understand bids, asks, market orders, pending orders, and why an algorithm's decision is only the start of a trade.
Read articleData engineering
Match the data resolution to the strategy's decisions so the backtest does not invent precision the live system cannot use.
Read articleExecution
Choose order types based on the strategy's priority: participation, price control, breakout activation, or risk protection.
Read articleMarket microstructure
A strategy can be profitable on paper but untradeable at its intended size. Learn how liquidity changes the result.
Read articleExecution research
Use observed spread and activity to decide when a strategy should trade, rather than relying on a fixed clock alone.
Read articleOperations
Latency matters differently for a scalper, a session system, and a slower swing EA. Measure the path before paying for speed.
Read articleAsk a setup question, share a backtest, or compare notes with other algorithmic traders. Use a display name; your email remains private.
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