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Research related to the Power Tracks discovered in market microstructure.

Deep research by the numbers.

Evidence-based research on systemic market manipulation. Covers spoofing, short ladder attacks, options pinning, dark pool abuse, and regulatory failures. Includes GME case study, cycle analysis, and forecasting tools to detect engineered price behavior across markets. Buckle up, more is coming.

This package provides functionality for detecting correlations between time series that may be misaligned in time or have nonlinear temporal distortions.

TISA is a novel algorithm for aligning and comparing financial time series in a way that is invariant to non-linear transformations (like different volatility regimes or trends) and robust to noise. It combines segmentation with dynamic programming to find the optimal alignment between two series.

BYOD 3D viewer for options open-interest glyphs - single file, no install, synthetic demo data