QWT Research

Notes from the workbench

Applied articles on machine learning, market microstructure, and NinjaScript development — written from real experiments, including the ones that failed.

Machine Learning · NinjaScript

Applied Machine Learning — Bayesian Modeling in NinjaTrader Strategies

A naive Bayes classifier built in pure C#, running live in OnBarUpdate(): from indicator deltas as priors to per-bar up/down probabilities — no external libraries required.

Marcio Costa · 12 min read

Order Flow

Reading volume where it happens

Working notes on order-flow analysis for futures — what the tape can and cannot tell you.

Coming soon

Backtesting

When the backtest lies

Why in-sample results flatter you — and the validation habits that keep a strategy honest before it trades real capital.

Coming soon

Stay curious

Want the next article when it lands?

Drop us a line and we'll let you know when new research notes are published.

Get notified