QD·2Coming soonBTC perps

Absorption Reversal

Fades aggressive flow that the book absorbs without moving.

What it trades

Impact that fails. When aggressive flow hits a resting wall and the wall refills instead of giving way, the aggressor has spent its ammunition for nothing. QD·2 measures the aggression, the absorption, and the replenishment separately, and enters against the flow when all three line up.

Status

The absorption and replenishment features are next in the experiment queue. The system ships when they prove they can predict direction on fresh data and then clear trading costs. Follow the Experiments series in the research track to watch that happen.

The research behind it

MethodMemory

Memory in microstructure: how discrete events become a signal

Raw ticks are noise. Memory is the bridge to a backtestable alpha.

Jul 1, 20265 minAdvanced

ExperimentExperiments

Testing four raw order-book measurements: three passed

Three passed. One dropped. The data picked the seeds.

May 17, 20265 minAdvanced

Nothing here is executed on your behalf and nothing is guaranteed. Simulated results are not indicative of live performance. Research evidence, not investment or financial advice.