📄️ Flows vs. States in Market Microstructure
Market data fundamentally comes in two ontologically distinct categories:
📄️ agg-dependence-problem
🔍 Derivatives and Temporal Mismatch
📄️ Edge Persistence Through Expected Path Coherence
A formal framework for modeling edge persistence as the survival of statistical alignment between expected and realized price paths, decoupled from directional trend and short-term performance.
📄️ MECE Components of Market Activity
A mutually exclusive, collectively exhaustive (MECE) classification of market activity and potential activity — covering volume, positions, order books, and latent liquidity.
🗃️ study-design
6 items