Quant Brain Power
Last updated
Last updated
Signal Collection – Aggregates over 5 000 on-chain metrics (transaction volume, miner flows, wallet activity), macro indicators (interest rates, inflation data, equity indices) and exchange data (order book depth, funding rates, liquidity pools).
Feature Engineering – Transforms raw inputs into predictive factors such as volatility bands, momentum oscillators and correlation matrices. – Applies dimensionality reduction to focus on the strongest drivers of price movement.
Probabilistic Value Model – Builds a dynamic “fair-value” range using Bayesian inference and Monte Carlo simulations. – Updates confidence intervals in real time as new data arrives, creating adaptive buy and sell thresholds.
Scenario Testing – Runs hundreds of market scenarios per hour to stress-test thresholds under different volatility, liquidity and sentiment conditions. – Flags potential regime shifts before they materialize.