Structure.fi@structure_fiMay 25ArticleAre Time-Series Foundation Models Actually Useful For Trading?This article follows our post on Limit Order Book Transformers: https://x.com/structure_fi/status/2057497973479608539 Time-series foundation models are arriving in finance with a familiar promise: pretrain once, adapt many times.11189
Structure.fi@structure_fiMay 21ArticleLimit Order Book Transformers: Market Microstructure As A Representation ProblemA recent Frontiers in Artificial Intelligence paper, LiT: Limit Order Book Transformer, is worth reading because it treats the limit order book as a structured market-state object before treating it178
Structure.fi@structure_fiMay 21ArticleThe Tail Is Also The Opportunity: Fat Tails, Convexity, And Strategy DesignIn the previous post, we treated fat tails as a risk-management problem: the market enters a different state, liquidity thins, costs widen, collateral constraints bind, exits crowd, and a target141
Structure.fi@structure_fiMay 20ArticleThe Tail Is The Strategy: Fat Tails, EVT, And Risk ManagementTail risk should not be understood as a larger loss observation appended to an otherwise stable model, but as a market-state transition in which the relationships among price, liquidity, collateral,119
Structure.fi@structure_fiMay 15ArticleTori Trades: A Trendline Strategy Can Work AND Still Need A Better TestTori Trades @toritrades is a trading educator whose content focuses on making chart-based trading feel simple and approachable. I watched her trendline video (https://www.youtube.com/watch?v=yHAC0xtBR2Q) because it has a101
