Follow the full path from raw order flow to a ranked, backtestable alpha signal — every step in real, runnable code.
Built on Aperiodic's point-in-time microstructure, liquidity and flow metrics, pulled as parquet files via API or CLI.
Below are pre-executed results. Run it yourself free on preview data — no subscription — or use the CLI with DEMO-KEY.
More runnable research notebooks built on Aperiodic metrics. View the pre-executed results, then run them yourself on preview data.
This notebook introduces a simple derivatives regime dashboard using Aperiodic's `funding`, `open_interest`, and `basis` metrics for Binance BTC perpetuals over September 1, 2025 → February 28, 2026 at 5-minute frequency.
View notebookThis notebook introduces order-flow analytics with the `aperiodic` Python package. We focus on a single large-cap instrument — Binance BTC perpetuals (`perpetual-BTC-USDT:USDT`) — over the exact six-month window from September 1, 2025 through February 28, 2026, using 1-hour observations.
View notebookThis notebook explores top-of-book (L1) pricing with Aperiodic's `l1_price` metric for Binance BTC perpetuals from September 1, 2025 through February 28, 2026 at 5-minute granularity.
View notebookSign up free to run this notebook interactively with preview data, or use the CLI with DEMO-KEY. No subscription required.