01
Research
Papers with figures built from real data.
TreVmS Research
What we shipped, the data we run on, how we review models and what we see in the market. Every publication states its data period and limits.
ArcDelta now
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01
Changelog
What shipped in Terminal, Finance, Labs and ArcDelta.
18 entries→02Data status
ArcDelta history, venues, latency and completeness.
live→03Weekly market report
Returns, open interest, funding and basis across perpetuals.
every Monday→04Labs models
What each model does, how it is reviewed and where it stops.
6 models→Feed
- ChangelogArcDelta
Liquidation data coverage
Liquidations now show on the correct side on every exchange, and the API reports what share of liquidations is visible on each exchange.
- ChangelogInfrastructure
Stability and storage
The service puts less load on the server: option data takes noticeably less space and container logs no longer grow without limit.
- ChangelogAlpha
Alpha opens: alphas on the site and on the Terminal chart
alpha.trevms.com is back as an open section for alphas: conditions after which an event happens noticeably more often than usual. In Terminal alphas are a toggle above the chart.
- ChangelogLabs
Labs: market, risk and backtest models
Labs is rebuilt around six models, each checked on real data and showing its own calibration. The liquidation map in Terminal loads more reliably.
- ChangelogTreVmS
304 scenes, each showing one feature
The ASCII scene set grew from 136 to 304, spread across Terminal, ArcDelta, Finance, Labs, Research and the company site.
- ChangelogTreVmS
New TreVmS site: every feature in motion
The home page, company pages, product hubs, account, docs and Finance have a new look and an ASCII scene for every feature.
- ChangelogTreVmS
Animations are lighter on your device
The ASCII scenes on the site, in Terminal and in Finance look the same but use noticeably less CPU and GPU.
- Modelv0.3
Liquidation map
Estimates the price levels where long and short liquidations are likely to cluster.
- Modelv1.0
Monte Carlo
Simulates thousands of price paths that follow current volatility and the time of day, and shows how likely a chosen level is to be touched.
- Modelv1.0
Value at Risk
Shows how much a position can lose over an hour, a day or three days, at the close and at the worst point within the period.
- Modelv1.0
Liquidation risk
Estimates the probability that a leveraged position is liquidated within an hour to a week, and the leverage that keeps that risk low.
- Modelv1.0
Execution cost
Uses the order books of five venues to show what a market order of a chosen size really costs and which venue is cheapest.
- Modelv1.0
Backtest check
Checks whether a backtest result is real or just the best of many lucky parameter tries.
- ChangelogResearch
Research becomes an open development log
The changelog, a live ArcDelta data panel, weekly market reports and Labs model cards are now published here.
02
Methodology
Data, model, test, publish; failures loop back.
03
Changelog
Branches fork, collect commits and merge back.
04
Weekly reports
A market report every week, page by page.
05
Model cards
Data, window, metric and limits for every model.
06
Data status
Uptime of every venue feed, gaps marked.
07
Feed completeness
How much of the expected data actually arrived.
08
Newsletter
New research delivered to your inbox.
09
Glossary
Plain definitions of market terms.
10
Citations
Notes link the work they build on.
11
Reproducibility
Same seed, same data, same curve.
12
Peer review
Every note is checked before it is published.
13
Versioned datasets
Each snapshot is hashed and kept.
14
Research log
A dated record of notes, data and fixes.
15
Uncertainty
Every estimate ships with its interval.
16
Week in returns
Daily returns by asset from the weekly report.