--:--:--LOCAL ·--:--UTC
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    24H VOL$109.8B
    BTC DOM58.0%
    HEALTH75BULLISH
    SHORT-TERM67NEUTRAL
    LONG-TERM83BULLISH
    OI$14.0B
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    REGIME (LT)BTC-LED BULL MARKET
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    HL OI$13.0B
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    MKT CAP$2.93T+0.6%
    24H VOL$109.8B
    BTC DOM58.0%
    HEALTH75BULLISH
    SHORT-TERM67NEUTRAL
    LONG-TERM83BULLISH
    OI$14.0B
    24H LIQ$78M
    LONG/SHORT53.9% / 46.1%
    REGIME (LT)BTC-LED BULL MARKET
    REGIME (ST)SQUEEZE
    HL OI$13.0B
    WHALESSHORT 43.8%
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    Home / Trading Indicators / Quant & Statistical

    Quant & Statistical Indicators for Crypto Trading

    6 quant & statistical indicators, from the AlgoBrain wiki. Statistical and systematic building blocks: cointegration, ML features, execution and robustness checks. Each lists what it measures, the strategies that use it, the Crypto Data API endpoints that serve it or its inputs, and a prompt for an AI agent to compute it. All of them are in the API: GET /api/v1/indicators/catalog?group=quant-statistical.

    Every Quant & Statistical indicator

    Cointegration #

    CointegratedCointegration Test

    Cointegration is a statistical property of two or more non-stationary time series whose linear combination produces a stationary series.

    CDA endpoints/api/v1/backtesting/klines/api/v1/backtesting/funding/api/v1/quant/coins
    Via API/api/v1/indicators/catalog/cointegration
    AI-agent prompt
    Compute it with an AI agent
    Compute the Cointegration for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/cointegration.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/backtesting/klines
    - GET https://cryptodataapi.com/api/v1/backtesting/funding
    - GET https://cryptodataapi.com/api/v1/quant/coins
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    Laguerre Filter #

    LaguerreEhlers Laguerre FilterLaguerre RSI FilterFour-Element Laguerre

    The Laguerre Filter is a smoothing filter built from a four-stage cascade of Laguerre polynomial sections, introduced by John Ehlers in the 2004 article "Time Warp – Without Space Travel" and in Cybernetic Analysis for Stocks and Futures.

    Used by A building block; no catalogue strategy declares it directly.
    CDA endpoints/api/v1/backtesting/klines/api/v1/backtesting/funding/api/v1/quant/coins
    Via API/api/v1/indicators/catalog/laguerre-filter
    AI-agent prompt
    Compute it with an AI agent
    Compute the Laguerre Filter for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/laguerre-filter.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/backtesting/klines
    - GET https://cryptodataapi.com/api/v1/backtesting/funding
    - GET https://cryptodataapi.com/api/v1/quant/coins
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    Quadratic Regression (Polynomial Baseline) #

    Quadratic RegressionQuadRegPolynomial Regression BaselineSecond-Order RegressionParabolic Regression Curve

    Quadratic regression fits a second-order polynomial y = a + b·x + c·x² to the last n bars by least squares and reads the fitted value at the most recent bar.

    Used by A building block; no catalogue strategy declares it directly.
    CDA endpoints/api/v1/backtesting/klines/api/v1/backtesting/funding/api/v1/quant/coins
    Via API/api/v1/indicators/catalog/quadratic-regression
    AI-agent prompt
    Compute it with an AI agent
    Compute the Quadratic Regression (Polynomial Baseline) for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/quadratic-regression.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/backtesting/klines
    - GET https://cryptodataapi.com/api/v1/backtesting/funding
    - GET https://cryptodataapi.com/api/v1/quant/coins
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    SuperSmoother Filter #

    SuperSmootherSuper SmootherEhlers SuperSmootherTwo-Pole SuperSmootherButterworth Smoother

    The SuperSmoother is a two-pole Butterworth-style low-pass filter introduced by John Ehlers in Cycle Analytics for Traders (2013).

    Used by A building block; no catalogue strategy declares it directly.
    CDA endpoints/api/v1/backtesting/klines/api/v1/backtesting/funding/api/v1/quant/coins
    Via API/api/v1/indicators/catalog/supersmoother-filter
    AI-agent prompt
    Compute it with an AI agent
    Compute the SuperSmoother Filter for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/supersmoother-filter.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/backtesting/klines
    - GET https://cryptodataapi.com/api/v1/backtesting/funding
    - GET https://cryptodataapi.com/api/v1/quant/coins
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    Theil-Sen Regression #

    Theil-SenTheil-Sen EstimatorSen's SlopeKendall-Theil Robust LineMedian Slope Regression

    Theil-Sen is a non-parametric robust regression: instead of minimising squared error, it takes the median of the slopes of every pairwise combination of points in the window.

    Used by A building block; no catalogue strategy declares it directly.
    CDA endpoints/api/v1/backtesting/klines/api/v1/backtesting/funding/api/v1/quant/coins
    Via API/api/v1/indicators/catalog/theil-sen-regression
    AI-agent prompt
    Compute it with an AI agent
    Compute the Theil-Sen Regression for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/theil-sen-regression.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/backtesting/klines
    - GET https://cryptodataapi.com/api/v1/backtesting/funding
    - GET https://cryptodataapi.com/api/v1/quant/coins
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    Whipsaw #

    WhipsawsWhipsawedGetting Whipsawed

    A whipsaw is the repeated in-and-out losing churn that happens when a trading signal triggers an entry, reverses against the position almost immediately, stops it out, and then often reverses again.

    Used by A building block; no catalogue strategy declares it directly.
    CDA endpoints/api/v1/backtesting/klines/api/v1/backtesting/funding/api/v1/quant/coins
    Via API/api/v1/indicators/catalog/whipsaw
    AI-agent prompt
    Compute it with an AI agent
    Compute the Whipsaw for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/whipsaw.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/backtesting/klines
    - GET https://cryptodataapi.com/api/v1/backtesting/funding
    - GET https://cryptodataapi.com/api/v1/quant/coins
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    Get these indicators from the API

    curl -H "X-API-Key: cdk_live_yourkey" \
      "https://cryptodataapi.com/api/v1/indicators/catalog?group=quant-statistical"
    
    curl -H "X-API-Key: cdk_live_yourkey" \
      "https://cryptodataapi.com/api/v1/indicators/catalog/cointegration"

    Any key works, Free included — mint one in a single call. The list endpoint returns summaries; the per-slug endpoint adds the prompts. Full playbooks come from /api/v1/algobrain/page?path=… using each entry's wiki_path. Or use the MCP server.

    What are quant & statistical indicators?

    Statistical and systematic building blocks: cointegration, ML features, execution and robustness checks.

    Which quant & statistical indicators are covered?

    6: Cointegration, Laguerre Filter, Quadratic Regression (Polynomial Baseline), SuperSmoother Filter, Theil-Sen Regression, Whipsaw.

    Where do I get quant & statistical data for crypto?

    From these Crypto Data API endpoints: /api/v1/backtesting/klines, /api/v1/backtesting/funding, /api/v1/quant/coins.

    Can an AI agent compute these indicators?

    Yes. GET /api/v1/indicators/catalog/{slug} returns a prompt naming the endpoints to call and the parameters to pin. Any API key works, Free included.