Market Integrity & Price Anomaly Research
An early-stage research initiative studying price formation and anomalies in digital asset markets using verifiable, high-frequency market data. Our work focuses on understanding market microstructure, identifying irregularities, and supporting transparency in crypto markets through rigorous analytics.
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About
Who We Are
We are an early-stage research team dedicated to market microstructure and integrity analytics in digital asset markets. Our work bridges academic research methods with practical market monitoring, focusing on observable price behavior and anomaly detection.
Our approach emphasizes transparent methodology, verifiable data sources, and rigorous statistical analysis. We operate strictly as a research initiative. Our goal is understanding market dynamics through dedicated research and analysis.
Core Principles
  • Research-driven methodology
  • Committed solely to research and market insights
  • Transparent data handling
  • Focus on market integrity
Research Focus
What We Analyze
Our research examines observable market phenomena that may indicate structural issues, inefficiencies, or potential integrity concerns across digital asset venues.
Price Dislocations
Short-lived price differences across venues, that may indicate liquidity fragmentation or temporary market stress conditions
Spread Behavior
Abnormal spread widening or compression patterns, and sudden volatility bursts that deviate from expected market conditions
Outlier Detection
Statistical identification of potential manipulation signals, and anomalous market patterns requiring further investigation
Cross-Market Analysis
Comparative studies of centralized and decentralized exchange behavior, for comprehensive integrity monitoring
Infrastructure
Analytics Pipeline Overview
Our research infrastructure processes high-frequency market data through a systematic pipeline designed for anomaly detection and integrity monitoring.
This general-purpose pipeline enables systematic monitoring of price behavior across multiple venues. Each stage incorporates data quality checks and validation procedures to ensure analytical reliability. The system generates alerts for research review rather than automated action signals.
Pipeline Components
Data Ingestion
High-frequency price data collection from multiple sources with timestamp precision and rapid data flow for accurate sequencing and analysis
Normalization
Timestamp alignment across venues, data standardization, and quality validation to ensure analytical consistency
Anomaly Indicators
Statistical computation of outlier moves, spread shifts, dislocation windows, and deviation thresholds
Research Output
Alert generation, visualization dashboards, and structured datasets for manual review and deeper analysis
Data Requirements
Why Verifiable Market Data Matters
Integrity research depends on transparent, verifiable, and robust data sourcing, especially during periods of rapid market movement when anomalies are most likely to occur and most difficult to capture accurately.
High-quality data infrastructure ensures that observed patterns reflect genuine market behavior rather than artifacts of poor data quality, latency inconsistencies, or sampling errors. Verifiable timestamps and provenance enable rigorous analysis and reproducible findings.
For research credibility, data sources must maintain reliability during both normal conditions and market stress events, or when traditional feeds may degrade or fail.
Verifiable
Transparent sourcing and provenance
High-Frequency
Millisecond precision for microstructure analysis
Robust
Reliability during market stress
Current Scope
Project Status & Coverage
We are in an exploratory, non-production phase focused on developing and validating our analytical methodology with limited market coverage.
Exploratory Phase
Non-production environment for methodology development and validation testing
Initial Assets
Starting with BTC and ETH markets for focused analysis and pattern identification
Limited Access
Evaluation and prototyping requirements only, minimal data access needed for proof of concept
Research Output
Building baseline understanding of normal vs. anomalous market behavior patterns
Responsible Use
Data Handling & Ethics
Our research initiative operates under strict ethical guidelines. All market data is used exclusively for monitoring, research, and analytical purposes. Our activities are strictly limited to these applications, ensuring data is applied ethically and responsibly.
Data security is paramount: we implement industry-standard encryption, access controls, and audit logging. Provider credentials are never shared with third parties. All data handling practices comply with relevant data protection requirements.
Our research findings focus on aggregate market patterns and statistical phenomena to support market integrity and understanding, rather than exploiting informational advantages.
Contact
Get in Touch
Research Inquiries
For questions about our research methodology, data requirements, or potential collaboration opportunities:
We typically respond to inquiries within 2-3 business days. Please include relevant context about your organization and specific questions.
Partnership & Access
If you're evaluating API access or data partnership for integrity research purposes, we're happy to discuss:
  • Scope and limitations of data usage
  • Technical requirements and specifications
  • Security and compliance measures
  • Research output and findings sharing
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