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Research directory

Market structure research

Combine price observations with book depth, trade flow and instrument metadata. Keep quote currencies, timestamps and spot/derivative contracts distinct.

Tools and working views

16 related resources. Choose the measurement you need, then read the assumptions on its page.

Arbitrage Break-Even Spread Calculator | BTCMoxFind the minimum crypto arbitrage sell price and spread needed to cover both trading fees and fixed costs for your chosen Bitcoin trade quantity.Open resource ↗Bitcoin Exchange Spread Monitor: Kraken vs Coinbase BTC/USD | BTCMoxCompare Kraken and Coinbase BTC/USD bid and ask prices, visible quantities and timestamps. Estimate spreads after your trading fees and execution buffer.Open resource ↗Bitcoin Trade Tape, Cumulative Delta and Executed Volume Profile | BTCMoxAnalyze Bybit BTCUSDT executions with signed BTC and USDT cumulative delta, buy/sell volume-by-price bins and size filters. Explicit returned-window scope.Open resource ↗BTC ETH Correlation and Realized Volatility Analyzer | BTCMoxCalculate BTC/ETH return correlation and annualized realized volatility from completed hourly candles. Inspect gaps, coverage and local CSV data without uploads.Open resource ↗Why Crypto Arbitrage Spreads Disappear Before You Trade | BTCMoxSee how order-book depth, two trading fees, execution timing and inventory costs can turn a positive Bitcoin price spread into a loss.Open resource ↗Order-Book Depth vs Trading Volume: Estimate Bitcoin Slippage | BTCMoxLearn why daily volume does not determine your fill price. Calculate a depth-weighted BTC purchase and compare liquidity at your intended order size.Open resource ↗Bitcoin Order Book Depth, Walls and Pressure Charts | BTCMoxInspect Bitcoin order-book depth, large visible liquidity clusters, sampled pressure and selectable-timeframe candles. Interactive charts with clear source and timing limits.Open resource ↗BTC ETH SOL Return Correlation and Market Regime | BTCMoxCompare aligned hourly crypto returns and inspect a transparent moving-average regime heuristic with realized volatility estimates.Open resource ↗Bull Call Spread Expiry Payoff CalculatorInspect the terminal profit and loss of buying a lower-strike call and selling a higher-strike call with the same expiry.Open resource ↗Bear Put Spread Expiry Payoff CalculatorModel a bought higher-strike put paired with a sold lower-strike put at the same expiry.Open resource ↗Futures Calendar Spread P&L CalculatorMeasure a position that buys a near-maturity linear futures contract and sells an equal underlying quantity of a farther maturity.Open resource ↗Autocorrelation and Effective Sample Size CalculatorInspect centered lag-one autocorrelation and an AR(1) effective sample size approximation, with explicit clipping, chronological inputs, and worked arithmetic.Open resource ↗Correlation alignment with missing crypto candles | BTCMoxA return comparison requires the same time intervals. Adjacent rows in a file are not necessarily adjacent market periods.Open resource ↗Crypto Resting Order Pressure ChartTrack quote-notional imbalance within the selected distance from mid-price. Select BTC, ETH, SOL, DOGE or another supported asset.Open resource ↗Crypto Liquidity Wall Persistence TrackerCompare unusually large displayed price buckets and how often they qualify during the session. Select BTC, ETH, SOL, DOGE or another supported asset.Open resource ↗Crypto Candle Volume Profile ChartCompare completed-candle volume by typical-price bucket with current displayed orders. Select BTC, ETH, SOL, DOGE or another supported asset.Open resource ↗

A practical research sequence

Start with the question you need to answer: available liquidity, total cost, collateral sensitivity, protocol activity or portfolio exposure. Choose a tool whose input units and data source match that question. Capture the observation time and compare a baseline before changing assumptions.

Each working view links to its methodology and related tools. The public market pages load named providers automatically; local scenario and CSV tools calculate in the browser. Pausing public feeds freezes observations in the current tab, so recheck timestamps before using a retained result.

Interpretation and boundaries

Combine price observations with book depth, trade flow and instrument metadata. Keep quote currencies, timestamps and spot/derivative contracts distinct.

The catalogue includes distinct calculations and data views rather than a claim that every measurement is a trading signal. A computed ratio can be numerically correct while its assumptions no longer match the market. Use the source references, check missing fields and retain enough context to reproduce the result.