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Find new alpha

From raw order flow to a ranked, backtestable signal — every step in runnable code.

Shown: net taker flow (buys minus sells) summed over each venue’s perpetuals, per minute, 18:00–01:00 UTC on 10 Oct 2025, buys above each venue’s line and sells below it on a square-root scale; the deepest sell minute, 21:13 UTC with $1.9B net sold across the three venues, is orange · built with flow 1m

Featured notebook

Alpha Discovery

We define Directional Alpha as a signal that exhibits a consistent positive or negative relationship with forward returns.

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From notebook to production

01

Pick the metrics

Browse the catalog and pull point-in-time microstructure metrics — no L2 reconstruction, no tick archive to maintain.

02

Run the notebook

Every notebook runs end to end on preview data with a free account, in the browser or through the CLI.

03

Plug it into your stack

Swap the preview key for your own and the same code pulls every year your plan includes through the Python package or the API.

Metrics in this use case

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Also featured

Predicting Short-Term Crypto Returns with Market Microstructure

Find new alpha
View notebookRelated notebook

Intro to Aperiodic Flow Metrics

Find new alpha

This 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 notebook

Find new alpha

From raw order flow to a ranked, backtestable signal — every step in runnable code.

Run on preview dataBrowse catalog

Shown: minute lows of the 465 Binance perpetuals, 20:40–22:00 UTC on 10 Oct 2025, with BTC’s path traced · built with ohlcv 1m

Aperiodic

Built from hundreds of terabytes of raw data and distilled into point-in-time metrics you can pull as parquet files. Plus the raw trades, quotes and derivatives data behind them.

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Aperiodic Limited · Registered in Ireland · Company No. 815273 ·
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Shown: minute closes of 847 perpetuals, 20:30–22:30 UTC on 10 Oct 2025, IOTX in orange · built with ohlcv 1m