About QuantMetrics Lab

Independent research.
Built to be inspected.

QuantMetrics Lab is an independent quantitative research project focused on market structure, liquidity conditions and broader macro-financial dynamics. The objective is not to simplify markets into signals, but to build interpretable frameworks that can be tested, versioned and challenged.

What QuantMetrics Lab is

A research lab, not a trading-signal service.

QuantMetrics Lab develops independent quantitative indicators and research frameworks designed to examine market structure, liquidity conditions and global monetary dynamics. Each production framework is built around a defined research question, a documented methodology and a versioned production process.

The project currently includes production indicators focused on cycle position, historical similarity and visible liquidity compression, alongside additional research frameworks in development. New indicators are added only when they address a distinct question and can be documented clearly enough to stand on their own.

01 · Reproducibility

Versioned outputs

Production changes are separated from methodology changes and historical vintages are preserved.

02 · Interpretation

Explain the mechanism

An indicator should be understandable enough to explain what it measures, what it does not measure and why.

03 · Discipline

Limit the claim

Historical relationships are treated as evidence, not guarantees. Uncertainty and limitations remain visible.

Current research focus

Production indicators and expanding research frameworks.

BCPI

Bitcoin Cycle Position Index

Estimates where the current observation lies within a time-based Bitcoin market-cycle framework.

Explore BCPI →
BCSI

Bitcoin Cycle Similarity Index

Measures how closely current multi-timeframe return structures resemble homologous historical windows.

Explore BCSI →
BLCI

Bitcoin Liquidity Compression Index

Tracks visible liquidity compression across exchange and OTC reserve estimates within a monthly framework.

Explore BLCI →
RESEARCH PIPELINE

…and more

Additional frameworks are being developed across monetary, macro-financial and market-structure questions.

In development

Research philosophy

The model should not know the future.

Historical research becomes misleading when later information is quietly inserted into earlier periods. QuantMetrics Lab therefore treats model versions and historical information sets as part of the result itself.

Where possible, past values are reconstructed using the information that would have been available at that time. Later observations can motivate a new model version, but they should not silently rewrite the assumptions of an earlier vintage.

The same principle applies to interpretation: a model output is kept separate from a price forecast, an investment recommendation or a claim of deterministic recurrence.

Founder

Independent by design.

Federico Orsini

Founder · Independent Researcher
QuantMetrics Lab · 2026

QuantMetrics Lab was founded and is independently operated by Federico Orsini. The project brings together quantitative modelling, market-cycle research and public-facing research communication in a single production framework.

Research outputs are developed independently and published under the QuantMetrics Lab identity. The project is not presented as an exchange, broker, investment adviser or asset-management service.

Independence & limitations

Research before narrative.

QuantMetrics Lab indicators and research outputs are published for quantitative research, educational and informational purposes only. Nothing on this website constitutes personalised investment advice, financial advice, legal or tax advice, or a recommendation to buy, sell or hold any asset or financial instrument. Model outputs are subject to uncertainty, historical relationships may not recur, and no indicator should be used as a standalone decision rule.

Read the full Research & Investment Disclaimer →