Latest posts
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Mapping Market Structure Breakdown in Major Currency Crosses
Structural market shifts require more than a temporary wick breach. We analyze the mechanics of confirmed market structure breakdowns across foreign exchange markets.
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Empirical Backtesting of Premium and Discount Liquidity Sweeps
Evaluating multi-year tick data reveals whether institutional liquidity sweeps above key swing points deliver consistent statistical expectancy across major currency pairs.
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Evaluating Order Flow Imbalance Around Central Bank Decisions
Central bank rate decisions routinely trigger rapid price discovery. We examine how liquidity distribution and order flow imbalance shape immediate post-release yield differentials.