In-depth whitepapers, methodology documentation, and quantitative research on advanced trading systems. Built for quants, by quants.
Revolutionary ZigZag engine with TDR (Thick Density Ratio) volume analysis, Outside Bar detection, and Smart L1 adaptive period. Institutional-grade market structure mapping no retail indicator has.
Seven-model voting system with dynamic weights and divergence detection. Mathematical framework behind multi-indicator consensus and regime filtering.
Institutional-grade backtesting framework used to validate all Merkava systems. Walk-forward optimization, Monte Carlo simulation, and statistical robustness testing across 20+ years of data.
Multi-timeframe synchronization patterns, ring buffer architecture, and anti-repaint strategies. Real-world solutions from 20+ hours of production debugging.