diversification

market-structure microstructure order-types execution liquidity volatility order-flow price-formation transaction-costs information-asymmetry market-order limit-order stop-order trailing-stop iceberg-order retail-traders institutional market-makers hft arbitrage slippage market-impact execution-cost vwap twap vix atr market-regimes regime-detection garch exchanges dark-pools ecn execution-algorithms smart-order-routing bid-ask-spread market-making liquidity-provision price-discovery auctions market-efficiency information-aggregation instruments futures options derivatives margin leverage crypto spot-market settlement price-determination contango backwardation rollover expiration perpetual-swaps funding-rate crypto-derivatives calls puts greeks delta gamma theta vega black-scholes options-pricing implied-volatility binomial-model liquidation margin-call risk dex cex amm tokenomics blockchain forex currency-pairs pips fx-sessions price-action support-resistance supply-demand technical-analysis market-wisdom risk-dimensions trend-is-your-friend win-rate skew regime candlesticks raw-price sentiment hh hl lh ll bos choch trend range compression expansion volatility-cycle adx liquidity-pools stop-hunt liquidity-grab smart-money volume obv accumulation distribution support resistance role-reversal pivot-points supply-zone demand-zone imbalance institutional-trading multi-timeframe top-down-analysis timeframe-alignment confluence probability multiple-confirmation fair-value-gap fvg rebalancing volume-profile poc value-area vah val auction-theory strategy-design signals backtesting validation entry-logic exit-logic optimization risk-profiles archetypes scalping day-trading swing-trading position-trading timeframe trend-following momentum mean-reversion carry event-driven breakouts risk-profile contraindications trade-plan entry-criteria exit-rules trading-rules signal-types entry exit filter confirmation strategy-building archetype-mapping filters stop-loss take-profit time-based session-filter holding-period calendar efficiency-ratio hmm adaptation archetype-selection data-quality survivorship-bias look-ahead-bias data-cleaning out-of-sample walk-forward overfitting statistical-significance robustness biases risk-management position-sizing drawdown portfolio-risk tail-risk regime-risk strategy-risk loss-limits protocols discipline fixed-fractional kelly-criterion atr-sizing circuit-breaker recovery atr-stop scale-out correlation var concentration diversification capital-efficiency allocation risk-reward r:r expectancy risk-of-ruin survival monte-carlo scenario-analysis stress-testing contingency indicators oscillators api-reference cross-reference sma ema parabolic-sar ichimoku crossover-signals rsi macd stochastic cci overbought oversold divergence-signals bollinger-bands keltner-channels squeeze breakout-signals volume-analysis volume-signals breadth advance-decline mcclellan trin market-health divergence oscillator failure-swing momentum-analysis moving-averages dema tema crossover chart-patterns reversal continuation doji hammer engulfing reversal-patterns inside-bar outside-bar pin-bar narrow-range consolidation head-shoulders double-top triangle flag wedge cup-handle algorithmic pattern-detection ta-lib systematic reliability failure-modes false-breakout pattern-failure context trend-alignment pattern-validity filtering completion breakout entry-timing quantitative statistics seasonality machine-learning calendar-effects time-of-day statistical-patterns volatility-clustering volatility-forecasting regime-switching pairs-trading z-score cointegration statistical-arbitrage donchian volatility-expansion range-break autocorrelation time-series cross-sectional ml features classification factor-investing yield roll-yield risk-premium glossary terminology definitions abbreviations reference alphabetical quick-reference index