Quantitative perspectives and market analysis from the SQT research team.
Exploring shifts in CEX/DEX liquidity landscapes, order book characteristic evolution, and emerging alpha sources. Analyzing market efficiency improvements and residual inefficiencies from a market maker's perspective.
Reviewing risk management practices during multiple 2022 black swan events, summarizing the unique characteristics of tail risk in crypto markets and response frameworks.
How we apply Temporal Fusion Transformers to multi-source time series data, achieving probabilistic forecasting of price trends with quantified uncertainty.
Analyzing the predictive power of active addresses, whale transfers, and exchange net flows, and how to integrate them into a quantitative factor framework.
Deep analysis of perpetual contract funding rate statistical properties, arbitrage strategy construction methods, and capital efficiency optimization.
Exploring how Hidden Markov Models and volatility clustering methods identify market states to dynamically adjust strategy weight allocation.
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