Crypto microstructure, explained.
How the signals actually trade — order flow, liquidation cascades, funding, regime — and why point-in-time, leak-free data is the difference between a backtest that holds and one that lies.
A Polymarket Data API for Crypto Binary Options
A Polymarket data API with point-in-time, leak-free signals for crypto binary options — pm_microprice, pm_spread, plus crossing spot flow.
Read ↗VPIN and Toxic Order Flow in Crypto: A Practical Guide
Understand VPIN crypto and toxic order flow: how flow toxicity spikes ahead of volatility, and how to serve flow.vpin point-in-time as a regime filter.
Read ↗Funding Rates as a Directional Signal: Reading Crowd Positioning Without Look-Ahead
A practical funding rate trading strategy guide: read perpetual funding, cross-venue dispersion and open interest to gauge crowd positioning, point-in-time.
Read ↗Leak-Free Backtesting: How to Kill Look-Ahead Bias
Leak-free backtesting starts with point-in-time data. Learn how look-ahead and revision leaks kill live performance and how to resolve features at ts <= as_of.
Read ↗Order Flow Imbalance (OFI): Why Aggressive Flow Leads Price
Order flow imbalance measures aggressive buy vs sell pressure at the book and front-runs short-term crypto price. Learn OFI from first principles, leak-free.
Read ↗Trading the post-liquidation-cascade reversal
When over-levered longs get force-sold, price tends to snap back within the hour. Here is the exact leak-free signal set to catch the reversal on the BTC hourly binary.
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