At QuantMonitor, we combine more than thirty years of collective experience in algorithmic trading, systematic research, and portfolio engineering.

Over the past months, I have collected and digitized dozens of rare trading sources — from the year nineteen-oh-nine all the way to the present.

And for the next year, I’ve prepared something truly special for you.

We will explore twelve major topics — one for each month — covering more than one hundred years of trading wisdom.

These twelve topics represent the foundational building blocks for fully understanding how markets actually behave.

In addition to this long-term educational series, I will continue publishing monthly performance reports from my live trading portfolio.

And most importantly, I will produce in-depth case studies exclusively for our Premium members.

Next year, you will have a unique opportunity to follow and apply some of the most professional, research-driven trading approaches available today.

And before we begin, I want to say thank you.

QuantMonitor now has almost one thousand users.

Your support, your feedback, and your enthusiasm are what make this project possible.

We truly appreciate every single one of you.

The Twelve Topics of the Coming Year

Below is the complete overview of the twelve topics we will study together — one for each month.

Každý měsíc je inspirován originálními materiály z tvé digitální knihovny a současně propojen s moderním systematickým tradingem, který učíme v QuantMonitoru.

Month One – The Origins of Market Cycles

We begin with the early foundations of market theory, exploring how trends and turning points were understood more than one hundred years ago.

We’ll study the natural rhythmic patterns described in early works from nineteen-oh-nine to nineteen-twenty, and uncover why markets repeatedly move in cycles that mirror human psychology and economic structure.

Month Two – Time as the Dominant Market Force

We investigate weekly, monthly, and multi-year timing structures.

This includes Gann’s time cycles, heliocentric vs. geocentric influences, and the logic behind how time governs price.

You’ll see how time-based forecasting shaped modern cycle analysis and regime timing.

Month Three – Historical Forecasting & Long-Range Market Predictability

We focus on early twentieth-century market forecasts — some made with uncanny accuracy.

You’ll learn how traders from the nineteen-twenties identified market tops and bottoms without indicators, algorithms, or computers, and how these principles map directly to today’s regime detection.

Month Four – Classic Trend-Following Before Indicators

This month is dedicated to pure price-action trading from the nineteen-thirties to the nineteen-fifties.

We break down the logic of early trend rules, multi-year breakouts, and structure-only analysis that remains valid even today.

Month Five – Crowd Psychology, Accumulation & Distribution

We explore how early technicians understood crowd behavior decades before modern behavioral finance.

You’ll learn how accumulation, distribution, and structural imbalance shape every major market move.

Month Six – Pattern Cycles & Swing-Trading Structures

Based on the work of Alan Farley and mid-century pattern theory, we analyze repeating cycles: bottoms, breakouts, rallies, tops, reversals, and pullbacks.

You’ll see how understanding the cycle phase dramatically improves timing and risk-reward.

Month Seven – Point-and-Figure Logic & Structural Trend Strength

This topic uncovers fulcrum patterns, catapult breakouts, and mechanical structure-driven trend detection — one of the cleanest methods ever created for filtering noise and reading long-term direction.

Month Eight – Systematic Development & Early Omega Research Methodology

We transition into modern system development: setups, entries, confirmation, and modular system logic pioneered in the Omega/TradeStation era.

This month lays the foundation for how today’s algorithmic systems are engineered.

Month Nine – Robust Strategy Design: Walk-Forward, OOS & Monte Carlo

We dive into professional robustness testing: walk-forward analysis, out-of-sample validation, parameter stability, Monte Carlo simulations, and modern overfitting detection.

This is the exact toolkit used by CTA funds and systematic managers.