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// SAPINOVER QUANTITATIVE RESEARCH LAB

QUANTITATIVE RESEARCH LAB

Full interactive dashboard with 12 analytical views — Summary, Daily, Structure, Quadrant, Explorer, Clustering, Heatmaps, Risk, Regimes, Screener, Asia Sleeps & Methodology

12 ANALYTICAL VIEWS covering overnight ATS flow across BlueOcean, Bruce Markets, and Moon ATS. Key metrics include Timing Differential (VWAP vs next-day open, in basis points), Directional Consistency (how often ATS VWAP signals the correct gap direction), and Regime Analysis (growth-oriented vs defensive market posture over time). The Quadrant tab plots notional vs timing differential to identify institutional-grade flow with significant price impact. Default filter: $10M+ notional.

Metrics GuideLive Regime HistoryMarket Microstructure

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This analysis is provided for informational purposes only and represents independent market microstructure research prepared by Sapinover LLC. Past trading activity is not indicative of future liquidity or execution quality. This material does not constitute investment advice, trading recommendations, or solicitation to buy or sell securities.