152 Pre-Engineered Features
238K rows • Parquet
Microstructure, whale activity, volatility regimes, sentiment, and more. Same schema as paid tiers.
View Teaser PackJupyter Notebook Included
00_teaser_quickstart.ipynb
Run cells immediately to explore features. Validate your workflow before upgrading to Base, Pro, or Enterprise.
View Teaser Pack152 Features Across 11 Categories
| Category | Features | Examples |
|---|---|---|
Microstructure | 11 | Amihud illiquidity, Kyle's Lambda |
Information Theory | 6 | Shannon entropy, Hurst exponent |
Volatility | 12 | Multi-horizon vol, GARCH, breakouts |
Cross-Asset | 8 | BTC correlation, lead-lag signals |
Order Flow | 12 | Taker imbalance, cumulative delta |
Whale Activity | 13 | Whale detection, stealth accumulation |
Sentiment | 9 | Funding rate, RSI, MACD |
Event Calendar | 6 | Session flags, day-of-week |
Black Swan | 10 | Flash crash labels, regime detection |
Multi-Timeframe | 12 | 5m, 15m, 1h, 4h aggregations |
Target Labels | 6 | Forward returns: 15m, 1h, 4h, 24h |
📓 Tier-Specific Jupyter Notebooks
Each tier includes a purpose-built notebook to get you productive immediately:
| Tier | Notebook | Purpose | Key Demos |
|---|---|---|---|
| FREE Teaser | 00_teaser_quickstart.ipynb |
Explore & validate | Load data, verify 152 features, quick visualizations |
| Base | 01_crypto_intraday_signal.ipynb |
Crypto intraday signals | Whale detection, order flow, Hurst filtering |
| Pro | 02_pro_cross_asset_signal.ipynb |
Cross-asset analysis | BTC lead-lag (5-15min edge), correlation breakdown |
| Enterprise | 03_enterprise_multiasset_regimes.ipynb |
Multi-asset regimes | All 4 asset classes, regime switching, Integration Kit |
Ready for the Full Dataset?
This teaser covers 60 days across 4 assets. Paid tiers include tier-specific notebooks, Python loaders, and pricefeed_adapter.py for live price integration.
📊 Documented Alpha Signals (Included in All Paid Tiers)
Backtested strategies from our CASE_STUDIES.md with real performance metrics:
Hurst-Filtered Momentum
+75% improvement vs unfiltered momentum
BTC Lead-Lag Arbitrage
BTC leads altcoins by 5-15 minutes
Whale Following
+0.95% 4h return on stealth accumulation (61% win rate)
Multi-Factor ML
+23.45% annual, -8.32% max drawdown
| Signal | Frequency | 4h Return | Win Rate |
|---|---|---|---|
| Stealth Accumulation | 0.02% | +0.95% | 61% |
| Bullish Whale (zscore > 2) | 0.8% | +0.42% | 56% |
| MTF Score > 3 (Strong Bullish) | ~5% | +0.28% | 54% |
Base
Crypto Focus
- 2.7M minute-bars
- 8 crypto symbols
- 152 features
- 01_crypto_intraday_signal.ipynb
- base_loader.py
- pricefeed_adapter.py
Pro
Crypto + Equity
- 25.8M minute-bars
- 17 symbols
- 152 features
- 02_pro_cross_asset_signal.ipynb
- pro_loader.py
- pricefeed_adapter.py
Enterprise
All 4 Asset Classes
- 66M minute-bars
- 27 symbols
- 152 features
- 03_enterprise_multiasset_regimes.ipynb
- enterprise_loader.py
- pricefeed_adapter.py
- Integration Kit