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PerpFinderPerpFinder

PerpFinder Research

Self-collected crypto derivatives datasets, independently normalized and methodology-documented. History begins at our first observation — never synthetic backfill; missing data is shown as missing, never as zero.

Options & Volatility

LIVE· series collecting

PF Data · self-collected

37.7%

BTC 30D IV (Deribit DVOL, shown verbatim)

Source
Deribit market data · normalized & validated
Cadence
15-minute snapshots
Since
2026-07-16
Open options dashboard →Methodology

Funding Intelligence

LIVE· series preliminary

PF Data · self-collected

+0.0005%

OI-weighted 1h rate · 23 venues

Source
Venue funding APIs · current / predicted / realized never mixed
Cadence
15-minute sweeps
Since
2026-07-16
Open funding dashboard →Methodology

Exchange Volume Quality

LIVE· established series

PF Data · self-collected

19/20

venues with complete order-book data this sweep

Source
Venue tickers (reported) + PerpFinder order-book engine (observable)
Cadence
6-hour sweeps
Since
2026-07-16
Open volume-quality dataset →Methodology

Total Cost Engine

LIVE· computed per request

PF Data · self-collected

45+

perp venues · fee + spread + slippage from real depth

Source
Live order books, walked at standardized sizes
Cadence
60-second refresh
Since
live computation (30-day cost series in progress)
Open the cost engine →Methodology

Published reports

No reports published yet — deliberately. The weekly Volatility and Funding reports start once their series pass the 7-day establishment gates (expected around 2026-07-24); every report will carry its exact period, sample counts, completeness and downloadable data. We publish observed numbers, not projections.

Market tools

Live screeners and indicators over the same market feeds — useful daily, but not proprietary datasets.

Funding screenerOI screenerVolume trackerLiquidationsLong/Short ratioTop moversWhale trackerSentimentFear & GreedPremium indexCorrelationAll tools →

Methodology & trust

Methodology changelog

  • options v1 (2026-07-16) — Initial: ATM=nearest-forward strike mean(call,put) mark IV; strike-curve skew ≥2 DTE; null-safe P/C; linear interval math.
  • volume-quality v1 (2026-07-16) — Initial: venue-native reported volume vs order-book ladder ($10k–$1m, both flagship markets); winsorized p5/p95 percentiles; confidence = availability formula 30/20/30/20.
  • funding v1 (2026-07-16) — Initial: strict realized/current/predicted separation; linear per-period normalization with raw+interval preserved; prediction error vs last pre-settlement prediction with lead time.
  • cost v2 (2026-07-25) — Effective-touch spread: bid/ask/mid and the slippage base are the first level with >=$5k cumulative notional, not the raw top of book. Raw tops are routinely dust ($12-$2.7k measured live), which understated 43% of venue-rows by >0.5 bps and let thin books advertise near-zero spreads. v1 rows remain stored under their own version.
  • funding v1 (2026-07-17) — Coverage expansion (methodology unchanged): Gate.io added to the direct subset with current + predicted (funding_rate_indicative) + realized — third venue with both realized and predicted, making the prediction-accuracy gate (3 venues × ≥30 settlements) reachable ~2026-07-27.
  • cost v1 (2026-07-17) — Initial: engine taker ladder persisted 4×/day — perp BTC/ETH/SOL/XRP × $10k/$100k/$1m + spot × $10k/$100k; per-venue fee/spread/VWAP-slippage/total bps, sufficiency and oracle flags verbatim from the audited engine.
  • cost v1 (2026-07-18) — Coverage expansion (methodology unchanged): BNB/DOGE/HYPE added to both perp and spot ladders after per-venue probe verification (BNB 15 spot venues, DOGE 17, HYPE 12 + Hyperliquid native @107); venues without the pair are structurally unsupported, never "unavailable".

Method changes never rewrite history: a change gets a new version and a visible boundary marker.