NAV
Example

Introduction

This site outlines some of the of research collection from cryptocurrency market. Focuses primarily on BTC and ETH indexes.

The goal of this research is to identify short/medium price direction with a leading time horizon from intraday to 1-3 days.

Due to the insufficient maturity of cryptocurrency market, some of the models are still in training stage and some have been successfully deployed.

Strategy Components

GRID LAYOUT

GRIG layout has 2 types of levels

The mean level is the current fair value level and acts as a magnet for the price. Boundary levels display short-term forward-looking price ranges and also mark short/mid-term turning points. As price approaches those levels rejection/mean reversion is expected.

The boundaries will act as edge levels that create the most optimum trade setups. Most effective trades in terms of RR are the ones that are targeted between opposite boundaries of the GRID with the mean level being in between.

Those levels are dynamically updated every minute and change accordingly to the current market dynamics. As the Grid levels are constantly recalculating they indicate potential targets the price will likely move towards.

The color of the boundaries levels often change due to the significance of those boundaries, however statistical analysis indicates that the orange color level boundary is the strongest indication of support/resistance.

GRID mean level can also act as a leading indicator of the price change along with the direction of the mean level shift. For example, the down-shift/up-shift of the mean level mechanics can often lead the price to drifting lower/higher. More examples on Twitter

SENTIMENT

SENTIMENT panel is a measure of the directional bias during the current day and looking forward indicator of timespan between 12 - 24 hours

Sentiment study threshold parameters indicate the strength of the bias

yellow threshold - significant conviction

red threshold - very strong conviction

The size of the band parameter measures the delta difference and indicates the dominant side of the bias. More examples on Twitter

QUASH

QUASH study displays price reflection points with a high probability of rejection.

Quash threshold parameters display 2 levels

For Upside

For Downside

Different strength levels are the measure of exhaustion steps of the price points in reference to the reflection zone. More examples on Twitter

Strategy Execution

For the optimal performance and the best odds of a positive outcome the following components are to be aligned:

  1. Price at the boundary zones. Orange zone color is the most significant level for support/resistance entries.
  2. Entry on the "strong level" Quash price reflection point.
  3. Quash direction aligned with the sentiment direction.

Market Data Analysis

Our systems are based on the multidimensional kernel regression approach. Below are some of the metrics utilized in the strategy. Those sources are only for reference purposes.

Index and Vector

Parameter Description
Total VI Total(sum) value of Vector and Index of measured time frame.
Vector Indicative of magnitude of price move. Typically signal of volatility.
Index Indicative of market concentration within borders Dwn Cap & Up Cap. Typically designate ranging market for the period.
Upside Stipulate extended move within elected range.
Dwn Cap Represents a price floor and area of interests for liquidity sweeps.
Down Potential extended down move within the elected range.
Up Cap Opposite to Dwn Cap, represents a price ceiling and area of interests for liquidity sweeps.

Order Analysis

Projected directions has been classified in two time horizons.

Term Length
Short Term Typically current day.
Mid Term Up to two days.

Contract Order Volume and Sequence

Parameters

Parameter Description
Target Price Level encompassing working space between significant level and current price.
Vr Weight of the target Level. The lower the vr value the more significant the level. Highest value = 1.
Vector If set to true, the result will also include futures.
Index If set to false, the result will include oi

Market Data Providers

Legend

When change of conditions is detected the new report is forwarded with image to the channel.

Example