ES··NQ··CL··GC··BTC··VIX··
MKT··
REGIME··
delayed
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Independent quant work

Independent quant work on liquid futures, written from a desk perspective. Indicators on TradingView, tools at Mercury, papers in long form.

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May 2026 · Orientation

Mercury just crossed its third revamp of the year, and the futures research notebook keeps growing. The site you are reading is both: a workshop for the tools, and a record of what I learned building them.

— DR

Macro RegimeMKT·—Compositeawaiting data
—/ 100
awaiting data

Composite of vol, breadth, credit, yield curve, and dollar. Higher is risk-on; lower is risk-off. Each leg discloses its FRED series and the normalisation window on hover.

Spotlight

Mercury

Know the regime before you click

Beta · Mercury · 2026-04

Live previewES · 60d
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ES ··

Sections

Apps · 3★

Mercury

A day-trading workstation built around a single discipline: never act until the market's regime is named. Real-time futures levels, sector rotation, economic calendar, and an anomaly scanner — all serving one read.

Browse all →Indicators · 3

Institutional Orderflow Pro

A bar-by-bar orderflow signal that fires only when relative volume, delta z-score, close-in-range, cumulative delta direction, VWAP slope and prior-day proximity all agree. Includes absorption and exhaustion markers, a per-bar diagnostic HUD that names which gate is still blocking a signal, and an option for confirmed-on-close or real-time firing.

Browse all →Research · 2

Technical Analysis for Futures Traders

A quant-desk perspective on liquidity, order flow, and systematic edge in liquid futures markets

Browse all →Essays · 1

Notes from the desk, shipping after launch

A working list of essays on order flow, futures microstructure, and tools built independently. Real entries land post-launch.

Browse all →

Currently

Location
Dallas, TX
Shipping
Editorial revamp v2
Reading
Trading and Exchanges, Larry Harris

Updated 2026-05-09

Recently written

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Ethos

“The best tools don't need your data, your subscription, your permission.”
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