Every signal, explained.
Deep dives into 69 live signals from the registry — what each one measures, the literature behind it, available windows and transforms, and a real API call to fetch it. All of them are served today, point-in-time and leak-free. The full registry (including families still in rollout) lives in the catalog.
Order Book
core tier · unlocks on SignalResting liquidity, shape and pressure of the book.
Top-of-book spread in basis points.
Size-weighted mid deviation from mid.
Bid vs ask volume imbalance at L1.
Bid-side liquidity decay vs distance.
Ask-side liquidity decay vs distance.
Short-horizon microprice gradient.
Order Flow
core tier · unlocks on SignalWho is hitting the book, how hard, how toxic.
Order-flow imbalance from L1 updates.
Volume-synced probability of informed trading.
Approx. PIN flow-toxicity estimator.
Cumulative volume delta (net flow).
Quote arrival intensity, 60s.
Tick vs trade imbalance gap.
99th-percentile trade size, rolling.
Liquidations
core tier · unlocks on SignalForced flow — where leverage breaks.
Long liquidation volume, rolling.
Short liquidation volume, rolling.
Net long-vs-short liquidation pressure.
Total liquidation notional, 30m.
Funding
pro tier · unlocks on EdgeCost of carry and crowd positioning via perps.
Cross-venue average funding rate.
Std of funding across venues.
USDT-margined funding rate.
Hyperliquid funding rate.
Hyperliquid perp basis vs spot.
Coin-margined basis vs spot.
Time to next funding settlement.
Positioning
pro tier · unlocks on EdgeOpen interest and trader long/short ratios.
Aggregate USDT-margined open interest.
Hyperliquid open interest.
Top-trader long/short account ratio.
Global long/short account ratio.
Taker buy/sell volume ratio.
Top vs global LSR divergence.
Options
pro tier · unlocks on EdgeImplied vol, skew and dealer hedging pressure.
Volatility
quant tier · unlocks on QuantRealized vol estimators, jumps and forecasts.
Realized volatility, 30m.
HAR-RV daily component.
HAR-RV weekly component.
Garman-Klass range volatility.
Yang-Zhang volatility.
Parkinson high-low volatility.
Velocity
quant tier · unlocks on QuantTrade-speed primitives, acceleration and bursts.
Regime
quant tier · unlocks on QuantTrend vs range vs jump — the state of the tape.
Price Discovery
quant tier · unlocks on QuantImpact, effective spread and where price is formed.
Kyle’s lambda — impact per unit flow.
Amihud illiquidity.
Roll-implied effective spread.
Hasbrouck effective spread (bps).
Cross-Market
quant tier · unlocks on QuantLead-lag, basis, beta and cointegration across venues.
Polymarket
core tier · unlocks on SignalOn-chain prediction-market microstructure. Binary (YES/NO) markets on m5 · m15 · h1 · h4 · daily horizons.
Size-weighted YES microprice.
YES book spread.
PM book imbalance, top 5.
PM mid momentum.
Signed trade-flow imbalance.
Context
core tier · unlocks on SignalCalendar, macro tether and session-of-day priors.
Technicals
core tier · unlocks on SignalClassic TA, point-in-time. The window axis IS the timeframe.
14-period relative strength index.
MACD line (12/26).
MACD histogram.
Bollinger %B position in band.
ATR(14) as % of price.
Stochastic %K.
ADX(14) trend strength.
EMA 9 minus 21 (%).