Crypto Quantitative Analysis

The problem

Crypto analysis is often harder than calculating indicators. Common friction comes from unstable data sources, network restrictions, different token categories, and on-chain fundamentals that are hard to compare with price data. A single exchange quote can be delayed, isolated, or flaky; CoinGecko alone may miss exchange pair details; and using the same generic indicators for DeFi, Meme, L1, and L2 tokens can produce misleading conclusions.

How it works

• Multi-source market data: cross-validates CoinGecko aggregate prices with direct exchange data from Binance/Bybit or Gate/OKX; deviations above 2% are flagged, and deviations above 5% trigger strong warnings.
• Network awareness: detects global versus China network environments, prefers Gate/OKX where available, keeps CoinGecko as a cross-check, and uses progressive 3s→5s→10s timeouts.
• Quant analytics: supports RSI, MACD, Bollinger Bands, correlation, volatility, return distribution, trend regression, and backtests for moving-average, RSI, and Bollinger strategies.
• Portfolio risk: provides Markowitz optimization, risk parity, and VaR for comparing risk-return trade-offs across multiple assets.
• Category fundamentals: switches frameworks by token type, such as TVL/MC and protocol fees for DeFi, community and holder concentration for Meme, and ecosystem TVL plus active addresses for L1/L2.
• On-chain data: pulls protocol TVL, fees, revenue, and protocol/chain rankings from DeFiLlama, with explicit status when unavailable.
  Outputs are typically JSON, then translated into Chinese interpretations so engineers can inspect fields and reasoning.

Boundaries and caveats

It does not cover stocks, securities, forex, commodities, or company financials, and it does not predict prices. Price and on-chain data can be delayed; CoinGecko free API has rate limits; some small-cap tokens may lack active pairs or on-chain metrics. Results are based on historical data and are better used for research, backtesting, and cross-validation, not as direct trading instructions.