Where the market sits.
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Open the brief →Live quotes and charts, a five-leg macro-regime composite, COT positioning, the treasury yield curve and auctions, options analytics, and an aggregated news wire, with open futures research.
Sector rotation, volatility structure, market breadth and relative strength: the dials a desk checks before it does anything else.
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Open the brief →Spotlight
A quant-desk perspective on liquidity, order flow, and systematic edge in liquid futures markets
Published · Technical Analysis for Futures Traders · May 2026
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The week ahead and today's tape first · then the indicators and research the desk keeps.
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Updated 2026-06-11
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A quant-desk perspective on liquidity, order flow, and systematic edge in liquid futures markets
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Composite of vol, breadth, credit, yield curve, and dollar. Higher is risk-on; lower is risk-off. Each leg discloses its FRED series and the normalisation window on hover.
Composite = equal-weight mean of six 0-100 legs: VIX vs 50d mean, VIX9D/VIX, HY OAS 20d change, RSP/SPY 20d relative return, SPY put/call volume vs 1.25 baseline, SPY-TLT 20d return spread. Own formula; every input free and listed.
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Share of screener stocks above their own moving averages; 20-day highs minus lows
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Source: Yahoo Finance via the nightly screener build
Computed at build time over the screener universe (~38 stocks). Oscillator = 19-day EMA minus 39-day EMA of daily net 20-day highs.