Markets we study
Crypto is where we started. The same AI and risk methods apply across every liquid market, and we also study how they affect each other.
Crypto
Bitcoin, Ethereum, altcoins, DeFi and on-chain data.
Forex
Major and minor pairs, carry trades, central bank decisions and news-driven volatility.
Stocks and indices
Equity factors, index momentum, earnings reactions and market regimes.
Commodities
Gold, oil and other commodities as inflation and risk hedges.
Rates and bonds
Yield curves and interest-rate expectations that drive currencies and risk assets.
Cross-market signals
How the dollar, yields, gold and crypto move together, and when those links break.
What we research
Every project ships with code, data sources and the failed attempts too.
Price and volatility forecasting
Transformers, state-space models and classical GARCH, compared on the same walk-forward split across crypto, forex and equities.
On-chain analytics
Wallet flows, exchange reserves and MEV signals turned into features and tested for real predictive value.
Risk and portfolio construction
Position sizing, drawdown control and correlation regimes for volatile assets.
DeFi and market microstructure
Liquidity, slippage and AMM pricing, plus how to spot manipulated pools.
LLM agents for finance
Where language models help with research and where they confidently get it wrong.
Backtest integrity
Look-ahead bias, overfitting and survivorship checks. Every result gets audited by another member.
Research feed
Sample entries. Replace these with your own as you publish.
- Does funding-rate skew predict short-term reversals in BTC and ETH?Quant study
- Walk-forward benchmark: LSTM vs GARCH on crypto volatilityBenchmark
- Detecting wash trading in small-cap DEX poolsOn-chain
- Do interest-rate differentials still predict currency moves? A carry-trade study on major forex pairsForex
- Gold, the dollar and Bitcoin: when do they move together?Cross-market
- A plain-language guide to position sizing for new tradersGuide