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Research directory

Portfolio analysis

Evaluate allocation, concentration, cash use and path-dependent returns using explicit quantities and costs.

Tools and working views

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

Bitcoin Profit Calculator After Buy and Sell Fees | BTCMoxCalculate Bitcoin spot profit or loss after purchase fees, selling fees and fixed costs. Compare gross price gains with net proceeds for your BTC quantity.Open resource ↗Bitcoin DCA Average Price Calculator With Fees | BTCMoxCalculate your average Bitcoin purchase cost across multiple DCA buys. Enter each quote amount, purchase price and fee to measure total BTC and cost basis.Open resource ↗Bitcoin Mining Profitability Calculator | BTCMoxEstimate daily Bitcoin mining revenue and electricity cost using hashrate, network share, block reward, power consumption and a supplied BTC market price.Open resource ↗Drawdown and Recovery Percentage Calculator | BTCMoxCalculate a portfolio drawdown and the gain needed to recover its previous peak. Compare percentage losses with the larger percentage gains needed afterward.Open resource ↗Simple and Compounded Annualized Return Calculator | BTCMoxCompare a holding-period return with simple and compounded annualized equivalents. Enter starting value, ending value and elapsed days without a yield forecast.Open resource ↗Bitcoin and Cash Portfolio Rebalancing Calculator | BTCMoxCalculate the BTC buy or sell needed to reach a target bitcoin allocation after trading fees. Model a two-asset portfolio using your price and cash balance.Open resource ↗Funding APR vs Return on Capital: A Bitcoin Hedge Example | BTCMoxSeparate annualized funding on notional from return on committed capital. Work through a spot-perpetual example including fees and margin reserves.Open resource ↗Bitcoin DCA Average Price: A Worked Example With Fees | BTCMoxCalculate weighted Bitcoin acquisition cost from recurring buys. See why averaging purchase prices is wrong and how fees change your break-even price.Open resource ↗Portfolio HHI Concentration CalculatorCalculate portfolio concentration from entered position values using squared weights, the HHI 10,000 scale, and an equivalent number of equal positions.Open resource ↗Portfolio Exposure Cap CalculatorCalculate the asset value to sell and reallocate within a portfolio to reach a maximum weight, keeping total portfolio value fixed in the scenario.Open resource ↗Liquidation Execution Profit BudgetA liquidation bonus is a gross incentive, not a net result.Open resource ↗Option Delta Hedge Rebalance CalculatorCalculate the linear underlying trade needed after an option position’s delta changes.Open resource ↗Historical VaR and Expected Shortfall CalculatorCalculate historical VaR and expected shortfall from your return sample, with explicit tail counts, nearest-rank quantiles, and transparent loss conventions.Open resource ↗Omega Ratio CalculatorMeasure gains above a chosen return target against shortfalls below it, with an empirical Omega ratio, explicit threshold units, and a worked example.Open resource ↗Ulcer Index CalculatorMeasure the depth and persistence of equity drawdowns with the Ulcer Index, using a transparent running peak, squared drawdowns, and sample calculations.Open resource ↗Downside Beta CalculatorEstimate conditional downside beta from paired returns below a benchmark target, with sample counts, a clear covariance convention, and practical limits.Open resource ↗Benchmark Beta and Alpha CalculatorCalculate sample beta and arithmetic alpha from aligned strategy and benchmark returns, with a periodic risk-free input and explicit annualization limits.Open resource ↗Tracking Error and Information Ratio CalculatorMeasure annualized tracking error and an arithmetic information ratio from paired returns, with sample standard deviation and transparent frequency inputs.Open resource ↗Time-Weighted Return CalculatorCalculate linked time-weighted returns from contiguous valuations and end-period cash flows, with a clear timing convention and a contribution example.Open resource ↗Modified Dietz Return CalculatorEstimate a portfolio return with the Modified Dietz method using starting value, ending value, and time-weighted cash flows, with a complete worked example.Open resource ↗TWAP Schedule PlannerPlan equal-size order slices across a fixed execution window, inspect the quantity schedule, and understand the limits of a deterministic TWAP plan.Open resource ↗Square-Root Market Impact CalculatorExplore a square-root impact scenario from order size, daily volume, volatility, and an assumed coefficient, with explicit units and model limitations.Open resource ↗Order Book Microprice Proxy CalculatorCalculate a queue-weighted midpoint from best bid, best ask, and their quantities, with a clear microprice proxy formula and no prediction claims.Open resource ↗Order Book Entropy CalculatorMeasure how displayed quantity is distributed across book levels using Shannon entropy, normalized entropy, and effective levels, with separate side inputs.Open resource ↗Volume Clock Bucketing ToolTransform sequential trades into equal-base-volume buckets, split boundary trades consistently, and inspect each bucket VWAP with a labeled partial remainder.Open resource ↗Treasury Cash Runway CalculatorCalculate a constant-burn treasury runway from available cash, monthly cash receipts, and expenses, with a monthly balance path and fractional depletion time.Open resource ↗Drawdown Duration and Recovery AnalyzerMeasure peak-to-recovery drawdown durations from an equity series, inspect recovered and ongoing episodes, and distinguish elapsed intervals from observations.Open resource ↗Portfolio Turnover and Trading Cost Drag CalculatorCalculate two-way trade activity, lesser-side turnover, and cost drag from signed trade notionals and per-trade basis-point costs relative to average NAV.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 ↗Arithmetic Upside and Downside Capture CalculatorCompare arithmetic strategy and benchmark returns in up and down periods, with separate capture ratios, explicit sample filters, and a worked comparison.Open resource ↗Covariance Portfolio Risk Contribution CalculatorDecompose a three-asset portfolio volatility estimate into signed covariance contributions using aligned returns, fixed weights, and explicit annualization.Open resource ↗Moving-Block Bootstrap Return DistributionResample contiguous return blocks with a fixed seed, compound each scenario, and inspect empirical return percentiles with explicit dependence limitations.Open resource ↗DeFi Category Concentration: Leader Share and TVL HHICompare summed category TVL, protocol count, leader share and within-category HHI after your filters. Understand overlap before interpreting capital totals.Open resource ↗Stablecoin Peg Exposure: USD Deviations and Peg-Type CountsInspect stablecoin peg types, provider prices and USD-only deviations from one dollar. Filter reported prices without adding incompatible currency supplies.Open resource ↗Portfolio concentration through wrapped and pooled assets | BTCMoxA list of different tickers may still contain repeated exposure to the same underlying asset, issuer or protocol. Concentration analysis depends on the grouping rule.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

Evaluate allocation, concentration, cash use and path-dependent returns using explicit quantities and costs.

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.