From raw data to a signal: how features get built
Before any model there is a step everyone skips: turning raw price into variables a system can read.
Market Views
Notes from the quant desk
What our quantitative team notices in artificial intelligence and digital assets, without hype and without buy calls.
Funding rates in perpetuals and what they tell you
A small number settled every eight hours that says more about positioning than price does.
The backtest that lies: the look-ahead trap
A flawless equity curve on old data is usually a sign of a mistake, not of edge.
When a stablecoin loses its peg: reading the risk
What actually happens in the first few minutes, and why venues respond differently.
Why we run several models instead of one
One model has one opinion. An ensemble has a distribution, and a distribution is more honest.
Liquidity concentrated in a few venues, and what it does to execution
When depth pools in three venues, your cost changes even when price does not.
The speed-versus-accuracy trade-off
Every extra millisecond buys accuracy. The question is when to stop buying.
On-chain versus off-chain settlement: a difference you pay for
Why the same transfer arrives at two different costs, and where the gap goes.
Can an algorithm's decision be explained, and where does that stop
Between a model that explains itself and a model that performs, the trade-off is real.
Position size matters more than entry timing
Everyone agonises over the entry. The real difference is how much you commit to each trade.
Put the algorithm to work for you
Join thousands of traders across the Gulf who run their portfolios through Lynvato.
Join Now