Concepts
Reference pages state a contract. These explain the subject — what the problem is, why the standard approaches exist, and where each one breaks.
D02
Corporate actions
Why an unadjusted price series is wrong, and the order adjustments have to be applied in.
D03Index construction
An index is a divisor with marketing attached. Everything else is maintenance.
D11Market microstructure
How orders become prices, and what the spread actually costs you.
D01Market data engineering
Turning a raw tape into something you can compute on without lying to yourself.
D04Market breadth
The index went up. Did the market? Counting participants instead of watching price.
How this documentation is layered#
| Layer | Answers | Where |
|---|---|---|
| Concepts | What is this subject, and why does it work this way? | Here |
| Guides | How do I accomplish a specific task? | Guides |
| Reference | How do I call this function correctly? | Reference |
| Articles | How does this one algorithm work, step by step? | thefintechbuilder.com |
Each layer links to the next rather than repeating it. A concept guide that re-explained one algorithm in depth would be competing with its own article for the same reader.