5 docs tagged with "market structure"

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.

Explore methods to quantify the market's reaction force by measuring recovery strength after a sell-off, using slope and range distance in financial trading.

A thought experiment on how context, structure, and history change perceived confidence without necessarily improving signal.

Characterize temporal patterns of trading volume on the DEX. Analyze intra-day and intra-week participation cycles, identify anomalies, and infer behavioral patterns distinguishing human and bot activity.

A categorical breakdown of why "going long" does not exist in spot markets and how ownership differs from directional exposure.