Every system here comes out of the open research pipeline — and every one gets a live preview: paper trade it against real market data in your browser and watch how it behaves before a dollar is involved.
Trades sustained order-book pressure before it prints on the chart.
A bounded composite of top-of-book imbalance, signed taker flow, and micro-price deviation. Enters when pressure persists past a threshold, exits on signal decay, take-profit, or stop. The exact state variables are taught in the research notes.
$149
per month · founding tier
Fades aggressive flow that the book absorbs without moving.
Detects failed impact: heavy aggression into a passive wall that refills. When the market punches and nothing happens, QD·2 positions for the snap-back.
$149
per month · at launch
Positions ahead of moves through thin-book air pockets.
Maps resting depth in real time and flags price levels where the book goes thin. When flow points at a vacuum, QD·3 rides the acceleration through it.
$199
per month · at launch
Previews run simulated fills against live market data in your browser — nothing is executed, nothing is guaranteed, and simulated results are not indicative of live performance. Research evidence, not investment advice.
Under the hood
Annotated write-ups of the signals and frameworks behind the products. Read how the machinery works before you preview it.
microstructure
01A careful walk through queue imbalance — what it is, why it works, how to implement it robustly, and where it breaks.
framework
02A structured approach to researching alpha from market-by-order data — from raw messages to a defensible, cost-aware backtest.
microstructure
03A careful, annotated walk through OFI, MOFI, and queue-imbalance variants — including the mistakes that make them look better than they are.
The harness, study code, and diagnostics live on GitHub.
