Changelog

Broker execution links, five new papers, homepage stats

• Tools — Brokers & execution: IBKR TWS API and FIX protocol resources
• Market impact — Cont-Kukanov-Stoikov LOB impact; Farmer et al. metaorder theory
• Backtesting pitfalls — White reality check; minimum backtest length; Sullivan-Timmermann-White
• Homepage — hero stats show linked paper count instead of learning paths

Practitioner glossary launched

• Quant glossary — 41 terms across backtesting, execution, factors, ML, stat arb, and alt data
• Each entry links to an existing research reading list for deeper reading

Five papers added across existing reading lists

• Statistical arbitrage — Li-Papanicolaou rank-space stat arb
• Market impact — Sato-Kanazawa SRL universality; Maitrier-Bouchaud double square-root law
• Factor investing — Hou-Xue-Zhang replicating anomalies
• Return prediction — Jiang-Kelly-Xiu CNN price trends
• Alternative data — Ke-Kelly-Xiu supervised text mining

Tools UX, contact, and homepage stats

• Tool directory search — results show inline below the filter box
• Backtesting compare table — on the tools page, under Backtesting
• Homepage stats — tools, categories, research lists, and learning paths
• Official contact — [email protected] in about, and privacy

Research papers added by topic

• Statistical arbitrage
• Return prediction
• ML signals
• Backtesting pitfalls

Eight papers added across statistical arbitrage, return prediction, ML signals, and backtesting: Kelly transformer SDF, deep learning stat arb, attention factors, AlphaCFG, CAFPO, information bottleneck pricing, scaling CAEs, and Mulligan et al. on out-of-sample Sharpe decay.

Official sources and site polish

• EIA
• USDA NASS
• Eurostat
• Bank of Canada

Four official sources added to the tool directory. Start here in primary nav; homepage and footer links aligned.

Start here and privacy policy

Added Start here with four learning paths linking tools and research. Published privacy policy. Footer links updated.

Three reading lists and changelog

• Backtesting pitfalls
• Factor investing
• Return prediction complexity

Added changelog. Research index dates now show the newest linked paper year per list.

Tool directory refresh

Updated the tool directory with current backtesting engines, data APIs, and official macro sources.

Initial research library

• ML signals practitioner guide
• Market impact models
• Alternative data pitfalls

Site launch

Published homepage, tool directory, and about pages.