CDRR
QUANTITATIVE DERIVATIVES INTELLIGENCE

KNOW WHERE
DERIVATIVES STRESS
IS BUILDING.

Crypto Derivatives Risk Radar combines conditional volatility, common-universe open-interest dynamics, funding crowding, liquidation stress, and venue concentration to rank abnormal derivatives risk across a fixed 20-asset universe.

CDRR measures stress magnitude. Market direction and regime are reported separately by the state engine. The system does not produce price targets or directional return forecasts.

OPEN TERMINAL →READ METHODOLOGY
PRODUCTION MODEL
provisional_v1_equal_weight
SCORE
R = 100 ⁢ ( 0.20 V + 0.20 L + 0.20 C + 0.20 Q + 0.20 D )
V
VOL
L
OI
C
FUND
Q
LIQ
D
CONC
ASSETS MONITORED
20
LIQUID CRYPTO UNIVERSE
PRODUCTION FACTORS
5
EQUAL-WEIGHT · PROVISIONAL v1
DATA CYCLE
~2 MIN
ADAPTIVE CMC COLLECTION
MODEL OUTPUT
0–100
RELATIVE STRESS SCORE
[ PRODUCT SURFACES ]
01
RISK RADAR
→

Live CDRR ranking, factor decomposition, system health, spot state, derivatives, volatility, and liquidations.

02
MARKETS
→

Cross-market explorer combining price, open interest, funding, basis, liquidation stress, volatility, and CDRR state.

03
MODELS
→

Power-law and EWMA volatility diagnostics, fitted parameters, factor matrix, model spread, and research status.

04
METHODOLOGY
→

Production score construction, common-universe OI, historical calibration, state logic, data quality, and limitations.

[ PRODUCTION FACTORS ]
01V
VOLATILITY

Historical volatility percentile and current volatility expansion.

02L
LEVERAGE

Magnitude of common-universe open-interest change.

03C
CROWDING

Confirmed funding-tail stress across history and the cross-section.

04Q
LIQUIDATIONS

Confirmed forced-position stress normalised through time and by OI.

05D
CONCENTRATION

Cross-sectional venue concentration of cleaned derivatives open interest.

MAGNITUDE ≠ DIRECTION

The CDRR score describes stress magnitude. Rally, selloff, leverage-build, and deleveraging states are kept outside the score.

CONFIRM BEFORE ESCALATING

Funding and liquidation channels combine complementary normalisations so one isolated extreme does not automatically dominate the production score.

RESEARCH STAYS RESEARCH

Basis magnitude and basis dispersion are monitored in the 50/25/25 structure candidate but remain outside production until longitudinal validation supports promotion.