onchain-alpha

What problem does it solve?

This Skill addresses the challenge of extracting actionable trading signals (alpha) from complex on-chain blockchain data, ensuring these signals are robust against market noise and execution realities.

Core Features & Use Cases

• Onchain Data Analysis: Processes blockchain state, transaction flows, and wallet behaviors to identify predictive patterns.
• Signal Validation: Aligns onchain data with market timestamps and validates signal performance after accounting for fees, latency, and slippage.
• Robustness Testing: Includes diagnostics for feature decay, cohort crowding, and performance stability across different market regimes.
• Use Case: When you need to identify and deploy profitable trading strategies based on real-time blockchain activity, ensuring the signals are reliable and have been rigorously tested for real-world trading conditions.

Quick Start

Run the onchain alpha diagnostics script with your input data file.