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.
Versioned outputs
Production changes are separated from methodology changes and historical vintages are preserved.
Explain the mechanism
An indicator should be understandable enough to explain what it measures, what it does not measure and why.
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.
Bitcoin Cycle Position Index
Estimates where the current observation lies within a time-based Bitcoin market-cycle framework.
Explore BCPI →Bitcoin Cycle Similarity Index
Measures how closely current multi-timeframe return structures resemble homologous historical windows.
Explore BCSI →Bitcoin Liquidity Compression Index
Tracks visible liquidity compression across exchange and OTC reserve estimates within a monthly framework.
Explore BLCI →…and more
Additional frameworks are being developed across monetary, macro-financial and market-structure questions.
In developmentResearch 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
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.
Read the full Research & Investment Disclaimer →
