Portfolio
Calum Macdonald
Crypto analyst, trader, and writer — previously at Citadel and Damex, currently growth lead at Intuition. I cover markets, build data tools, and write compelling pieces about AI, data, and digital assets.
Live Systems
Quantitative Finance
Live data from Bybit, Binance, Deribit, and CoinGecko — filtered to the top 200 assets by market cap.
Perp Momentum + Funding Engine
Cross-sectional long/short strategy combining momentum, funding carry, OI expansion, and dynamic BTC beta hedging across perpetual futures.
- · Cross-sectional Z-scores
- · Annualised funding carry
- · BTC beta hedge ratio
Market Structure Monitor
Dashboard tracking funding rates, OI expansion, and crowding risk across perpetual futures markets, filtered to the top 200 assets by market cap.
- · Annualised funding heatmap
- · OI expansion leaderboard
- · Crowding risk screen
Factor-Driven BTC Long / Alt Short
Systematic long BTC vs short weak, high-FDV, high-funding alts with liquidity and relative-strength filters.
- · FDV/MC ratio filter
- · Relative strength screen
- · Multi-factor ranking
BTC Options Intelligence
Vol surface, ATM term structure, 25-delta skew, gamma exposure map, options screener, and implied vs realised vol risk premium — all from live Deribit data.
- · IV surface heatmap
- · Gamma flip & GEX map
- · Vol risk premium (IV vs RV)
Mock Weekly Risk Memo
Internal-style fund report with regime classification, breadth metrics, funding heatmaps, and dispersion trade ideas — generated fresh from live data.
- · Regime classification
- · Market breadth
- · Dispersion trade ideas
Stack