Financial Data Science Dashboard

Week 39 & September 2023

AlphiQuant

is a quantitative investor with laser focus on Ξxponential growth ₿ased on financial data science attributed to digital network effects. • MIT Sloan Alumni • P.Eng.

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This update contains the following key quantitative metrics from the

AlphiQuant

dashboard that are inputs to its investment decisions:

• Global Liquidity Index vs ₿itcoin

• USD Stablecoin Liquidity Index & Dominance

• Market Cap 'Flippening' Tracker (₿ Ξ vs TradFi Assets)

• Total Crypto Market Cap Logarithmic Trend Channel

• ₿itcoin

  • Network Value Model

  • Logarithmic & Linear Regression Models

  • Logarithmic Trend Channel

  • Market State

• Ξthereum

  • Network Value Model

  • Logarithmic Trend Channel

  • Market State

• ℏedera Network Value Model

• Equities (Network Value Model, Log Trend Channel, Market State):

  • Tesla

  • Apple

  • Nvidia

  • Palantir

  • 𝕏 Platform (fka Twitter)

Financial data science model serves as a leading indicator to lagging company financials (and market price).

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Global Liquidity Index vs $BTC

Global Liquidity Index vs $BTC

USD Stablecoin Liquidity & Dominance

USD Stablecoin market cap (liquidity) continues to decline:

USD Stablecoin Liquidity Index

USD Stablecoin dominance remains within a channel with an interesting inverse correlation with Bitcoin:

🟢 Dominance tops marking BTC lows
🔴 Dominance bottoms marking BTC market tops

USD Stablecoin Dominance vs $BTC

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Total Crypto Market Cap Logarithmic Trend Channel

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₿itcoin

₿ Network Value Model

BTC Financial Data Science Dashboard (Network Value Model)

📊 $BTC Network Value (NV) ~ $27,803 per Coin ($542B Market Cap)

🚥 $BTC AlphiQuant Deflection (P/NV) ~ 🟡 1.01

₿ Logarithmic Regression Model

₿ Linear Regression Model

₿ Logarithmic Trend Channel

₿ Market State

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Ξthereum

Ξ Network Value Model

📊 $ETH Network Value (NV) ~ $805 per Coin ($96.5B Market Cap)

🚥 $ETH AlphiQuant Deflection (P/NV) ~ 🔴 2.15

🥩 Over 25% of total $ETH supply is now staked (~ $50 billion) via approx 975K validators

Ξ Logarithmic Trend Channel

Ξ Market State

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ℏedera Network Value Model

📊 $HBAR Network Value ~ $0.63 per Coin ($21.07B Market Cap)

🚥 $HBAR AlphiQuant Deflection (P/NV) ~ 🟢 0.08

Note that ℏedera is an altcoin and challenging to model from a data science perspective. The monthly active accounts varies considerably from month to month and hence its NV fluctuates accordingly.

Overall, the expectation is for the NV model to be directionally correct and, during a euphoric market phase, $HBAR to trade at a multiple premium to its NV based on the project’s fundamentals, utility, and narrative.

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Equities

Key Stats:

📊 $TSLA Network Value ~ $788 per Share ($2.5T Market Cap)

🚥 $TSLA AlphiQuant Ratio (EV/NV) ~ 🟢 0.31

🚥 $TSLA AlphiQuant Deflection (P/NV) ~ 🟢 0.32

EntVal (EV) per Supercharger ~ $15M

$TSLA NV (R-squared) ~ 🟢 0.895

$TSLA Logarithmic Trend Channel

$TSLA Market State

For further details about Tesla’s financial data science model check out the following post…

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Key Stats:

📊 $AAPL Network Value ~ $238 per Share ($3.726T Market Cap)

🚥 $AAPL AlphiQuant Ratio (EV/NV) ~ 🟢 0.72

🚥 $AAPL AlphiQuant Deflection (P/NV) ~ 🟢 0.72

EntVal (EV) per Active iPhone ~ $1,978

$AAPL NV (R-squared) ~ 🟢 0.939

$AAPL Logarithmic Trend Channel

$AAPL Market State

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Key Stats:

📊 $NVDA Network Value ~ $214 per Share ($529B Market Cap)

🚥 $NVDA AlphiQuant Ratio (EV/NV) ~ 🔴 2.08

🚥 $NVDA AlphiQuant Deflection (P/NV) ~ 🔴 2.03

EntVal (EV) per CUDA Developer ~ $239K

$NVDA NV (R-squared) ~ 🟢 0.813

$NVDA Logarithmic Trend Channel

$NVDA Market State

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Key Stats:

📊 $PLTR Network Value ~ $8.64 per Share ($17.7B Market Cap)

🚥 $PLTR AlphiQuant Ratio (EV/NV) ~ 🔴 1.68

🚥 $PLTR AlphiQuant Deflection (P/NV) ~ 🔴 1.85

EntVal (EV) per Customer ~ $70.5M

$PLTR NV (R-squared) ~ 🟠 0.643

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Disclaimer

*** AlphiQuant publishes its research & analysis for purely educational purposes and is not licensed to provide financial advice nor is it registered with any financial regulatory body. Perform your own research and consult your financial advisor for investment advice. ***

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