BTC Trailing Return
BTC return as a beta driver.
What it measures
BTC's trailing log return over a 30-minute base window: log(P_t / P_{t−30m}), served as a cross-asset driver. Alt prices co-move heavily with BTC; putting BTC's own return next to an alt's features lets a model separate idiosyncratic flow from market beta instead of rediscovering the correlation badly. Pair it with the rolling beta to turn the return into an expected beta contribution.
References: BTC returns as alt regressor.
Point-in-time, leak-free
Like every QUANT_API feature, cross_market.btc_ret_30m is computed point-in-time: each value uses only data that had actually arrived at the timestamp you query — live or historical. No restatements, no backfills that quietly rewrite the past, no look-ahead. The value your backtest sees at a given stamp is the value the live API would have returned at that stamp. How we enforce this is documented on the methodology page.
Windows & transforms
The signal is computed over rolling windows; each window can be served raw or through a transform (z-score, percentile rank, delta…). Which windows and transforms you can query depends on your plan — the signal itself supports:
Plan & access
cross_market.btc_ret_30m unlocks on the Quant plan ($2,500/mo) and every plan above it. Every new account starts with a 14-day free trial of the Signal plan — no card required. The trial covers Signal-plan features, so you can evaluate the API end-to-end before upgrading to Quant.
Example call
Resolve the latest value for BTC (5m window, zscore transform — both available on the Quant plan):
curl -G https://api.quant-api.dev/v1/features/live \
-H "Authorization: Bearer fk_live_<your_key>" \
--data-urlencode "asset=BTC" \
--data-urlencode "features=cross_market.btc_ret_30m@5m:zscore"Same key works on /v1/features/historical for point-in-time backtesting — see the API docs.