Workspaces
A workspace pins down everything a study depends on before anyone sees a result: the market, its data sources, the grid of moves and horizons, and the conditions to test. AlphaVerify ships with three.
| Workspace | Market | From | Moves tested | Horizons | Conditions |
|---|---|---|---|---|---|
nasdaq_daily | NASDAQ Composite, daily | Jan 2015 | −20% to +20%, 1% steps | 1–30 days | 57 in 13 families |
btc_daily | Bitcoin, daily | Jan 2015 | −20% to +20%, 1% steps | 1–30 days | 65 in 12 families |
btc_hourly | Bitcoin, hourly | Jan 2018 | −3% to +3%, 0.25% steps | 1–12 hours | 23 in 6 families |
Every condition is split into ten bins by its own quantiles. Each run records its data snapshots and a cleaning version, so any result can be traced back to the inputs that produced it.
NASDAQ daily: the reference workspace
This is the workspace behind the published findings. Prices are unadjusted daily bars for the NASDAQ Composite from Yahoo Finance; the VIX, the 10-year Treasury yield and the U.S. dollar index are pulled for the same dates.
- Momentum
- RSI (4), Williams %R (4), stochastic (3), rate of change (6), MACD (3)
- Trend
- Moving-average ratios and crosses, including the 50/200-day golden cross (8)
- Volatility and volume
- Realized volatility, ATR, Bollinger position and width (8); volume ratios (3)
- Drawdown
- Distance from recent highs, and recovery (5)
- Outside data
- VIX (5), 10-year Treasury yield (4), dollar index (3)
- Calendar
- Day of the week (1)
Bitcoin daily: on-chain and halving-cycle conditions
Daily bitcoin prices from Yahoo Finance, with network data from the Coin Metrics community API. On top of the standard technical families, this workspace adds conditions that only exist for bitcoin.
- Technical
- RSI (6), Williams %R (4), rate of change (5), stochastic (3), MACD (3), moving averages (10), volatility (9), volume (3), drawdown (7)
- On-chain
- Market value to realized value (MVRV), hash-rate trend, active-address trend (5)
- Halving cycle
- Days since the last halving, position within the cycle, days to the next (3)
- Outside data
- Dollar index (7)
Bitcoin hourly: an exploratory grid
Hourly bitcoin bars from a public dataset on GitHub, in UTC, not resampled. The grid of moves and horizons was sized to hourly volatility and locked in before any hourly validation result was seen.
- Momentum
- RSI (4), rate of change (4)
- Trend
- Moving averages (4)
- Volatility and volume
- Volatility (6), volume (2)
- Drawdown
- Drawdown and recovery (3)
Building a workspace
A workspace is a folder with a declared feature universe (universe.json) and a data loader (data.py); market-specific conditions can be added as a plugin, which is what the bitcoin workspace does for on-chain and halving data. Copy one of the shipped workspaces with alphaverify init and edit it, or check the repository for the format.