Institutional Digital Asset Microstructure (2012-2026)

PhiHorizon offers the Liquidity Microstructure Matrix (LMM), a proprietary dataset designed for high-frequency algorithmic research. This is NOT a signal service. This is a raw, mathematically engineered Feature Matrix derived from 14 years of Tier-1 liquidity pools.

Why This Dataset?

•   Zero Noise: All data is stationarized using Fractional Differentiation (FracDiff) to preserve memory while removing non-stationary trends.

•   Alpha-Ready: Contains pre-calculated VPIN (Flow Toxicity) and Regime States (Hidden Markov Model).

•   Deep History: Full coverage from 2012 to 2026 (7 Million+ Rows).

What You Get (File Contents)

1. commercial_dataset_v14_ready.parquet*: The Master Dataset.

2. TEASER_README.md*: Technical Data Dictionary.

3. Python Usage Scripts: Guidelines for loading Parquet files efficiently.

Technical Specs

•   Format: Apache Parquet (Snappy Compressed)

•   Resolution: 1-Minute Aggregated

•   Features: Volatility Surfaces, Order Flow Imbalance, Entropy, Hurst Exponent.

Disclaimer: This product is for informational research purposes only. It does not constitute financial advice. Algorithmic trading involves substantial risk.

**PRICING **

•   Price: $499.00.

•   Payment Type: One-Time Payment.