Derivatives Quant

Derivatives risk monitoring identifies extreme funding rates, sudden open-interest shifts, and liquidation clusters in BTC/ETH futures markets. It applies thresholds to data from Glassnode, Binance/Bybit APIs, and Coinalyze to generate actionable quant risk signals during high volatility or trend reversals.

Yes, the system scans for extreme positive or negative funding conditions across major exchanges. It sources data from Binance and Bybit public APIs, applies thresholds to detect funding rate extremes, and outputs real-time quant alerts for BTC and ETH futures pairs.

Open-interest heatmaps monitor OI spikes and map likely liquidation zones to detect trend reversals. This real-time risk alerting during high volatility enables preemptive hedging by visualizing where price moves might trigger forced closures in BTC and ETH futures.

Generating derivatives risk alerts requires data from Glassnode, Binance/Bybit public APIs, and Coinalyze. These sources provide the funding rates, open-interest data, and liquidation clusters needed to apply threshold logic and output real-time quant alerts with extensibility hooks.

Current limitations include coverage restricted to BTC and ETH futures across major exchanges, relying on data availability from Glassnode, Binance/Bybit APIs, and Coinalyze. Monitoring applies threshold-based logic best suited for trending or volatile periods rather than low-volume consolidation.