Data-driven analysis for smarter trading. Quantitative research, backtested strategies, and market structure deep-dives.
An in-depth look at Bitcoin perpetual swap funding rates across major exchanges and what sustained negative rates historically indicate for price action.
A rigorous backtesting analysis of bullish and bearish RSI divergence strategies on BTC and ETH with detailed performance metrics.
Mapping concentrated liquidation clusters across exchanges to identify potential magnets for price action and volatility zones.
Applying the Kelly Criterion and its fractional variants to crypto trading for mathematically optimal position sizing under uncertainty.
Analyzing spread patterns and arbitrage windows between centralized exchanges with execution timing, profitability data, and infrastructure requirements.
Combining MACD crossover signals with Volume Profile analysis to filter high-probability trade setups and reduce false signals.
Comparing risk-adjusted performance metrics across major crypto assets, DeFi tokens, and traditional assets over multiple timeframes.
Practical techniques for interpreting order book dynamics, delta divergence, and absorption patterns in cryptocurrency markets.
