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Bitcoin (BTC) Predictive Factors
Categories
Ranking
undefined Sentiment Factors
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Attention Index
Tier 2
☒ Not point-in-time
Measures the assets' overall share of all conversations about crypto.
Alpha
1
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Development Effort
Tier 1
☒ Not point-in-time
Measures the ongoing development effort for the chain.
Alpha
1
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Reddit Mentions
Tier 1
☒ Not point-in-time
Measures interest in the asset by tracking the number of mentions on Reddit.
Alpha
1
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Telegram Mentions
Tier 2
☒ Not point-in-time
Measures interest in the asset by tracking the number of mentions on Telegram.
Alpha
1
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undefined Liquidity Factors
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Liquidity Premium Index
Tier 2
☑ Point-in-Time
Measures the cost of liquidity in the crypto market.
Alpha
1
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ETF Net Flow
Tier 1
☑ Point-in-Time
Measures the net flow of capital into ETFs.
Alpha
1
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Orderbook Volume Delta
Tier 1
☑ Point-in-Time
Measures the aggregated order book volume delta of all exchanges.
Alpha
1
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Net Positions
Tier 1
☑ Point-in-Time
Measures the net positions taken by traders on all exchanges.
Alpha
1
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undefined Macroeconomic Factors
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BTC Market Dominance
Tier 1
☑ Point-in-Time
Measures the market capitalization of Bitcoin as a percentage of all the total crypto market capitalization.
Alpha
1
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undefined On-Chain Factors
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Whale Transactions
Tier 2
☒ Not point-in-time
Tracks significant capital movements within digital assets by measuring high-value transaction volumes.
Alpha
1
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Short Term Holder Trading Activity
Tier 2
☒ Not point-in-time
Measures short-term investor behavior.
Alpha
1
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MVRV
Tier 2
☒ Not point-in-time
Measures Market Value to Realized Value (MVRV) ratio of a digital asset, designed to evaluate its valuation dynamics across various timeframes.
Alpha
1
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Net Realized Profit/Loss
Tier 2
☒ Not point-in-time
Measures the ratio of realized profit and loss of all participants.
Alpha
1
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undefined Miner Metrics
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Miner Profitability
Tier 1
☑ Point-in-Time
Measures mining profitability, providing insights into their impact on overall market selling pressure.
Alpha
1
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undefined Stablecoin Metrics
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Stablecoin Supply
Tier 2
☒ Not point-in-time
Measures the total supply of stablecoins across multiple blockchains, providing insights into forthcoming potential liquidity.
Alpha
1
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Stablecoin Transfer Volumes
Tier 1
☑ Point-in-Time
Measures the total volume of stablecoins transferred across blockchains.
Alpha
1
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Stablecoin Supply Ratio
Tier 1
☑ Point-in-Time
Measures the ratio of stablecoin supply to Bitcoin market capitalization.
Alpha
1
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Stablecoin Flow Index
Index
☒ Not point-in-time
Preview
Measures the flow / activity of stablecoins, providing insights into forthcoming potential liquidity.
Alpha
0.07
undefined Cross-Asset Predictive Relationships
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Crypto Large Cap / Small Cap Correlation
Tier 1
☑ Point-in-Time
The Rolling Correlation between Crypto Large Cap and Crypto Small Cap Indices.
Alpha
1
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Memecoin Index
Tier 1
☑ Point-in-Time
Measures the market capitalization of meme-based cryptocurrencies.
Alpha
1
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Speculative Flow Index
Tier 1
☑ Point-in-Time
Preview
Measures the asset's sensitivity to speculative flows, captures the lead-lag relationship.
Alpha
0.18
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Bitcoin / Tech Sector Correlation
Tier 1
☑ Point-in-Time
Preview
The Rolling Correlation between Bitcoin and the US Tech Sector.
Alpha
0.1
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undefined Options Market
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BTC Implied Volatility (3 Months)
Tier 1
☑ Point-in-Time
Measures the options market's expectation of Bitcoin's future price volatility.
Alpha
1
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BTC Implied Volatility (1 Month)
Tier 1
☑ Point-in-Time
Preview
Measures the options market's expectation of Bitcoin's future price volatility.
Alpha
0.08
undefined Technical Factors
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Slow Momentum
Tier 1
☑ Point-in-Time
Measures of the momentum of an asset, calculated on shorter timeframes.
Alpha
1
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Skew
Tier 1
☑ Point-in-Time
Measures the skewness of the returns of an asset, calculated based on a range different lookback periods.
Alpha
1
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Instantenous Momentum
Tier 1
☑ Point-in-Time
Measure of the instantenous momentum of an asset.
Alpha
1
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Instantenous Volatility
Tier 1
☑ Point-in-Time
Measure of the volatility of an asset.
Alpha
1
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