Knowledge base
The reference the
machine reasons from.
This is the platform's trading knowledge base — written agent-readable first, prose second, so the platform's AI can be grounded in the same reference you're reading. Every entry states mechanics, evidence with citations, failure modes, and falsifiable-thesis examples: educational reference, never trade advice. This public library is a living sample of the platform's knowledge layer — entries are added, revised, and re-sourced as the platform learns.
309 entries across 19 pillars today, and growing · sourced and versioned · see Learn for how it's authored and kept honest.
Analysis lenses
Instruments & market structure
- Agricultural futures (ZC/ZS/ZW)
- American depositary receipts (ADRs)
- Bid-ask spread
- Common stock
- Consolidated tape & NBBO
- Contract specifications
- Convertible bonds
- Corporate actions
- Dark pools & off-exchange trading
- Energy futures (CL/NG)
- Equity index futures (ES/NQ/YM/RTY)
- Exchange-traded fund (ETF)
- Exchange-traded notes (issuer credit)
- Execution algorithms
- Expiration, exercise, assignment
- Futures contract
- Futures margin (SPAN, initial/maintenance)
- Futures roll mechanics
- Implementation shortfall & transaction-cost analysis
- Leveraged and inverse ETFs (daily reset)
- Liquidity
- Listed option contract
- Market impact & optimal execution
- Market sessions and auctions
- Metals futures (GC/SI/HG)
- Micro and mini futures tiers
- Option chains
- Option on futures
- Order types
- Payment for order flow
- Preferred stock
- Settlement cycles
- Short locate, borrow, and hard-to-borrow mechanics
- Slippage and friction modeling
- Trading halts & LULD
- Treasury futures (ZT/ZF/ZN/ZB)
- VIX options
- Volatility futures (VX complex)
- Warrants
Options math
- Delta
- Dividend effects on option pricing
- Early-exercise economics (American options)
- Expected move
- Gamma
- Implied correlation
- Implied volatility
- IV rank and IV percentile
- Option pricing models (BSM, binomial, American adjustments)
- Pin risk (expiration at the strike)
- Put-call parity
- Put/call ratios
- Rho
- Second-order greeks (vanna, charm, vomma)
- Short-dated and 0DTE option mechanics
- Theta
- Vega
- Volatility skew
- Volatility term structure
Trade strategies
- Bear call spread
- Bear put spread
- Box spread (synthetic financing)
- Breakout
- Broken-wing butterfly
- Bull call spread
- Bull put spread
- Buy and hold
- Calendar spread (options)
- Cash-secured put
- Collar
- Covered call
- Diagonal spread
- Dispersion trading
- Dividend/income equity
- Factor investing (value/quality/low-vol/size)
- Futures basis trading
- Futures calendar spread
- Futures carry
- Futures trend following
- Gamma scalping
- Inter-market spread
- Intraday trading styles (mechanics + PDT interactions)
- Iron butterfly
- Iron condor
- Jade lizard
- LEAPS & stock replacement
- Mean reversion
- Momentum
- Pairs trading
- Poor man's covered call (long-call diagonal)
- Ratio backspreads
- Ratio spreads
- Sector rotation
- Short selling
- Straddle
- Strangle
- Swing trading
- Synthetic stock positions
- Tail hedging
- Wheel
Management strategies
Indicators & metrics
- Auction market theory & Market Profile
- Average directional index (ADX)
- Average true range (ATR)
- Bollinger Bands
- Breadth (advance/decline)
- Candlestick patterns
- Comparative relative strength
- Credit spreads (as a market signal)
- Donchian channels
- Dow theory
- Elliott wave theory
- Exponential moving average (EMA)
- Fibonacci retracement levels (evidence caveats)
- Ichimoku cloud
- Intermarket analysis
- MACD
- McClellan oscillator (breadth depth)
- New highs / new lows
- On-balance volume (OBV)
- Options-flow metrics
- Pivot points
- Rate of change (ROC)
- Realized vs implied volatility
- Relative strength index (RSI)
- Simple moving average (SMA)
- Stochastic oscillator
- TICK & TRIN (intraday internals)
- Volume profile
- VWAP
- Wyckoff method
Risk & position sizing
Regimes & macro
Event playbooks
- Activist stakes
- Buyback programs and blackout windows
- CPI releases
- Credit rating actions
- Dividends and ex-dates
- Earnings events
- Employment (jobs) report
- FDA approvals & clinical catalysts
- FOMC meetings
- Guidance changes & preannouncements
- Index rebalance and inclusion effects
- IPO and lockup expirations
- Litigation & regulatory events
- Mergers & acquisitions
- Options expiration effects
- Secondary offerings & dilution
- Spinoffs
- Stock splits
Fundamental analysis toolkit
- Capital allocation (buybacks, dividends, capex, M&A)
- Discounted cash flow valuation
- Earnings quality
- Financial statements
- Guidance and estimate mechanics
- Management quality & governance
- Moat analysis (competitive advantage)
- Multiples and comparables
- Ratio analysis
- Sector deep dive: banks
- Sector deep dive: biotech
- Sector deep dive: energy
- Sector deep dive: REITs
- Sector deep dive: SaaS & subscription software
- Sector deep dive: semiconductors
- Sector-specific metrics
Sentiment & positioning data
- Analyst revisions
- Commitments of Traders (COT) reports
- Equity market makers (how they behave)
- Fund flows
- Hedge-fund behavior & crowding
- High-frequency trading behavior
- Insider transactions (Form 4)
- Institutional holdings (13F)
- Mutual-fund & active-manager behavior
- News and social sentiment measures
- Options dealer hedging & gamma positioning
- Participant map: futures
- Participant map: US equities
- Participant map: US options
- Passive & index-fund flows (how they move markets)
- Pension & target-date rebalancing flows
- Short interest
- Systematic strategy flows (CTAs, vol-control, risk parity)
Behavioral finance & trading psychology
Portfolio construction
Extended instruments
US account & tax mechanics
Historical episodes & case studies
- 1987 crash (Black Monday)
- Asian financial crisis (1997-1998)
- Banking stress (March 2023)
- COVID crash & rebound (2020)
- Dotcom bubble & bust (1998-2002)
- ETF dislocation (August 24, 2015)
- Eurozone crisis (2010-2012)
- Flash crash (May 6, 2010)
- Global financial crisis (2007-2009)
- Japan 1989 (bubble & lost decades)
- LTCM 1998
- Meme-stock squeeze (January 2021)
- Negative WTI (April 20, 2020)
- Nifty Fifty (1972-1974)
- Rates shock (2022)
- Stagflation (1970s)
- US downgrade (August 2011)
- Volmageddon (February 5, 2018)
Styles, philosophies & disciplines
- Adaptive markets hypothesis
- Backtest hygiene & overfitting
- Contrarian investing
- Data hygiene (survivorship, revisions, point-in-time)
- Drawdown protocol
- Efficient markets hypothesis
- GARP (growth at a reasonable price)
- Geometric compounding & volatility drag
- Global macro
- Growth investing
- Journaling & review
- Machine learning in trading
- Passive indexing
- Playbooks & setups
- Post-trade review (the execution-quality loop)
- Pre-trade checklist
- Process vs outcome
- Quality investing
- Reflexivity
- Special situations
- The trading plan
- The trend-following school
- Types of trading (the taxonomy)
- Value investing
Crypto assets & markets
- 24/7 sessions and the crypto trading calendar
- CME bitcoin and ether futures
- Coins, tokens, and blockchain-native assets
- Crypto basis and carry
- Crypto correlation regimes
- Crypto drawdown behavior
- Crypto fees, spreads, and friction
- Crypto in a portfolio
- Crypto loss modes
- Crypto spot market structure
- Crypto volatility character
- Exchange custody vs self-custody
- On-chain metrics
- Options on crypto
- Order types and execution on crypto venues
- Perpetual futures and funding rates
- Position sizing under crypto volatility
- Spot crypto exchange-traded products
- Stablecoins
- Supply schedules and halvings
- Transfers, deposits, and on-chain settlement
- US crypto regulatory landscape
- US crypto taxation
- Wallets and keys
Every entry describes mechanics — how a structure works, what moves it, how it's managed. Nothing here is a recommendation to buy or sell any security. See the Investment Disclaimer.
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