QuantViewBTCUSD Quant Dashboard
K
BTCUSD67,842.30+2.41%
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BTCUSD
67.8K
67,842.30
+2.41%
ETHUSD
3.49K
3,491.10
+1.87%
SPX
5.22K
5,218.42
+0.34%
NDX
18.4K
18,427.15
-0.12%
DXY
104.2
104.21
-0.08%
GOLD
2.37K
2,367.80
+0.62%
US10Y
4.41
4.412
+1.20%
VIX
13.8
13.84
-3.10%

BTCUSD Quant Dashboard

1H4H1D
5d1m3m1yall
67,842.30
+1,597.20 (+2.41%)
O
66,248
H
68,120
L
65,890
Vol
$2.4B
Predicted Median MC Vol Bands
Sharpe (90d)
2.84
Sortino
3.61
Max DD
-4.8%
Alpha
+11.2%
Beta
0.84
Model Stack
Trend Model
LSTM-Transformer · 1D
78
Long+4.2%
acc 71%
Mean Reversion
Ornstein-Uhlenbeck · 4H
61
Neutral±0.8%
acc 71%
Volatility Model
GARCH-MIDAS · Real-time
84
Expansionσ +12%
acc 71%
Order Flow
VPIN · Dark pool
73
Buy Pressure+1.9%
acc 71%
Consensusweighted
LONG
Conviction 0.74 · Horizon 5d
Regime Detection
Current Market Regime
HMM · Live
Regime82%Trending Bull
Trending Bull82%
Choppy10%
Bear5%
Crisis3%
Duration
12d
Confidence
0.91
Next Switch
~3.2d
Portfolio Impact
Expected Contribution
Δ Contribution
+0.42%
↑ 18bps vs prior
VaR 95% / 1d
-2.14%
Limit -3.50%
CVaR 99% / 5d
-4.81%
↑ 22bps
Beta to BTC
0.84
Neutral
Momentum Exposure72%
Volatility Exposure58%
Liquidity Exposure41%
AI Quant Assistant
Online · GPT-Quant v4
4 insights
Trend models remain aligned across 1D/4H/1W horizons. Volatility expansion supports continuation. Mean reversion signals are weak — expect persistent drift.
Bayesian forecast converges on $69,400 ± $1,820 (95% CI) over the next 5 sessions. Skew positive at +0.42, kurtosis 3.8 — fat tail risk elevated.
Hedge ratio for current exposure?
Recommended delta hedge: short 0.42 BTC perp per 100 long. Vega exposure +$2,140 / vol point. Re-balance at 1% adverse move.
Factor Analytics
Cross-Asset Factor Heatmap
Positive Negative30d rolling
Momentum
Quality
Growth
Value
Volatility
Liquidity
BTC
0.82
0.61
0.74
0.32
0.55
0.68
ETH
0.71
0.58
0.81
0.41
0.62
0.74
L1s
0.64
0.45
0.69
0.28
0.71
0.51
L2s
0.52
0.39
0.55
0.22
0.48
0.44
DeFi
0.41
0.22
0.38
0.14
0.32
0.28
Stables
0.18
0.11
0.21
0.08
0.15
0.12
Memes
0.88
0.42
0.61
0.51
0.94
0.39
AI
0.79
0.55
0.92
0.48
0.83
0.66