Introducing Boltzmann
Crypto asset investors confront an incredible amount uncertainty. Without access to external data sources, investors are left to follow trends, speculate on the relative impact of news, and make assumptions about the utility of a given network. Months ago, we set out to trade crypto assets with quantitative strategies. Initially, we were unconcerned with the asset class’s high degree of Pricing Model Uncertainty . However, after a few short weeks of developing various algorithms we realized that we were in dire need of fundamental metrics and new analytical frameworks.
We wanted to understand how these networks are being used and how their participants interact. We understood that from various digital media we could build more informed models for network supply and demand and thus make superior predictions for price.
We founded Boltzmann to fulfill this vision. Boltzmann offers crypto asset investors a research console that leverages elements of graph theory, machine intelligence, and natural language processing to construct superior data models that enhance risk management and capital allocation. Boltzmann intends to bolster the crypto asset investor’s capabilities by providing transparent data, clarifying blockchain network activity, and offering a holistic feature set optimized for efficient market response. We currently serve top crypto asset management funds and are excited to make our service more broadly available today.
Boltzmann’s Principles of Design
We constructed Boltzmann with a test group of crypto asset hedge funds over the course of 6 months. During this process we optimized Boltzmann’s design to make our feature set holistic, robust, and actionable. At its core, Boltzmann provides a suite of on-chain metrics that are derived from a graph-based exposition of the blockchain. By reformulating a network’s underlying data stores, Boltzmann can interpret high-order interactions indicative of utility.
Our approach to analysis is unique. Rather than rely on labeled assets, Boltzmann develops attribute-based frameworks that interpret and classify transactions activity depending on the prior behavior of the associated wallets. This approach enjoys two considerable benefits. First, analyzing wallet characteristics rather than individual wallets allows us to capture a more accurate representation of network activity. Second, our analysis framework is more resilient to changes in underlying data assets and attempts at spoofing.
Alongside these metrics, Boltzmann equips investors with configurable price data, arbitrage identification, sentiment analysis, a full-text search white paper library, industry data sets, portfolio tools, a modular block explorer, and a signal derivation engine.
Boltzmann’s array of features provides a greater sensibility for the crypto asset markets, streamlines due diligence, and allows investors to react to dynamic market conditions with greater confidence.
Boltzmann’s Forward Path
By confronting the daily problems of crypto asset investors, we developed a nuanced understanding for the data, analyses, features, and workflows required to allocate capital effectively in these emergent markets. Although we primarily intend for Boltzmann to reduce the associated risks of information arbitrage for crypto asset investors, our efforts will have the second order effect of redirecting interest toward substantive projects.
We are excited to announce the first steps in our mission to equip investors with better decision making tools and to help shape the future of capital allocation in crypto asset markets.
