Category archive

Markets

Trading, exchanges, derivatives, and market mechanics. Everything you need to navigate crypto markets.

Articles

Current page

Page 2 of 12

Quant

Apr 7, 2026

What Is Rolling Window Analysis?

Learn what rolling window analysis is in trading, how it works, why it matters for regime shifts, and where rolling estimates and walk-forward tests fail.

24 min read

Quant

Apr 7, 2026

What Is a Kalman Filter?

Learn what a Kalman filter is, how its predict-update mechanism works, and why traders use it for latent state estimation and time-series forecasting.

23 min read

Quant

Apr 7, 2026

What Are GARCH Models?

Learn what GARCH models are, how they forecast time-varying market volatility, why GARCH(1,1) matters, and where these risk models work or fail.

22 min read

Quant

Apr 7, 2026

What Is Exponential Smoothing?

Learn what exponential smoothing is, how it works, how ETS and EMA relate, and why traders use it for trend, forecasting, and volatility updates.

26 min read

Quant

Apr 7, 2026

What is the Autocorrelation Function?

Learn what the autocorrelation function (ACF) is in trading, how it measures serial dependence across lags, and how to interpret market memory.

23 min read

Execution

Apr 6, 2026

What Is Smart Order Routing (SOR)?

Learn what smart order routing (SOR) is, why fragmented markets require it, how it works across venues, and where routing logic can fail.

25 min read

Execution

Apr 6, 2026

What is Fill Probability?

Learn what fill probability is in trading, how limit orders get filled, which order-book factors matter, and why execution estimates can fail.

24 min read

Derivatives

Apr 7, 2026

What Is the Variance Gamma Model?

Learn what the Variance Gamma model is, how its gamma time change creates skew and fat tails, and why traders use it to price options beyond Black–Scholes.

24 min read

Derivatives

Apr 7, 2026

What Is Risk Reversal?

Learn what a risk reversal is in options trading, how it works, why traders use it to trade skew, and the risks behind long call/short put structures.

22 min read

Derivatives

Apr 7, 2026