List of taxonomies:
- Fundamental Data
- Valuation metrics
- Supply & Tokenomics
- Governance & Stability
- Project Metadata
- Competitor & Market Positioning
- Market Data
- Market Microstructure
- Price and Volume Data
- Derivatives Markets
- Exchange Activity Data
- On-Chain Data (Blockchain Derived)
- Financial Sentiment Data
- Macroeconomic & Network Context
- Macroeconomic Indicators
- Blockchain Network Metrics
- Market Pressure Indicators
- Alternative & Supplementary Data
| Indicator/Metric | Group | Data Level | Frequency of changes | Blockchain-specific |
|---|---|---|---|---|
| Market cap | Valuation metrics | Derived | Medium | - |
| Fully diluted valuation | Valuation metrics | Derived | Medium | - |
| Total supply | Supply & tokenomics | Raw | Low | + |
| Circulating supply | Supply & tokenomics | Raw | Medium | + |
| Max supply | Supply & tokenomics | Raw | Low | + |
| Inflation rate (token inflation rate) | Supply & tokenomics | Derived | Medium | + |
| Token issue schedule / future token issuance | Supply & tokenomics | Derived | Low | + |
| Token lockup / vesting schedules | Supply & tokenomics | Raw | Low | + |
| Token burning data | Supply & tokenomics | Raw | Medium | + |
| Governance model (on-chain, off-chain, hybrid) | Governance & stability | Raw | Low | + |
| Centralization metrics: team-managed token share, concentration of large holders | Governance & stability | Derived | Medium | + |
| Smart contract security audits: auditor, last audit date, audit findings, security score | Governance & stability | Raw | Low | + |
| Presence & distribution: number of chains deployed, CEX listings, bridge availability | Governance & stability | Raw | Medium | + |
| Documentation: whitepaper, litepaper, roadmap | Project metadata | Raw | Low | + |
| Fundraising information: funding rounds, amounts, investors | Project metadata | Raw | Low | - |
| Team & advisors info (when available) | Project metadata | Raw | Low | - |
| Partnerships & ecosystem relations | Project metadata | Raw | Low | - |
| Competitors list | Competitor & market positioning | Raw | Low | - |
| Market share (by market cap, volume, user base) | Competitor & market positioning | Derived | Medium | - |
| Sector/category classification (defi, NFT, layer-1, etc.) | Competitor & market positioning | Raw | Low | + |
| Indicator/Metric | Group | Data Level | Rate of Change | Blockchain-specific |
|---|---|---|---|---|
| Order book data: bids, asks, depth | Market microstructure | Raw | High | - |
| Trade ticks / transaction-level trades | Market microstructure | Raw | High | - |
| Liquidity metrics: spread, turnover, depth, slippage | Market microstructure | Derived | High | - |
| OHLCV: aggregated price/volume multiple intervals (e.g., 2s, 1m, 1h, 1d) | Price and volume data | Raw | Medium- to high | - |
| Volatility measures: realized, implied, historical | Price and volume data | Derived | Medium | - |
| VWAP (volume weighted average price) | Price and volume data | Derived | Medium | - |
| Derivatives data: futures and options open interest, volume, prices | Price and volume data | Raw | Medium | - |
| Open interest | Derivatives markets | Raw | Medium | - |
| Volume | Derivatives markets | Raw | Medium | - |
| Prices (futures, options) | Derivatives markets | Raw | Medium | - |
| Funding rates (perpetual swaps) | Derivatives markets | Derived | High | - |
| Implied volatility surfaces (options) | Derivatives markets | Derived | Medium | - |
| Deposits & withdrawals flows on CEXs and bridges | Exchange activity data | Raw | Medium | + |
| Exchange order books (aggregate snapshots) | Exchange activity data | Raw | Medium | - |
| Exchange market share & liquidity distribution | Exchange activity data | Derived | Medium | - |
| Indicator/Metric | Group | Data Level | Rate of Change | Blockchain-specific |
|---|---|---|---|---|
| Transaction counts and volumes | On-chain data | Raw | Medium | + |
| Active addresses (daily/monthly active) | On-chain data | Raw | Medium | + |
| Holder distribution (e.g., by wallet size buckets) | On-chain data | Derived | Medium | + |
| Whales activity (large transactions, accumulations, dumps) | On-chain data | Derived | Medium | + |
| Insider activity (founders, team transfers) | On-chain data | Derived | Medium | + |
| Token transfers and contract interactions | On-chain data | Raw | Medium | + |
| Smart contract events logs | On-chain data | Raw | Medium | + |
| Indicator/Metric | Group | Data Level | Rate of Change | Blockchain-specific |
|---|---|---|---|---|
| Social media mentions: volume and sentiment scores | Financial sentiment data | Derived | High | - |
| News sentiment: automated hack, regulation, partnership news detection | Financial sentiment data | Derived | Medium | - |
| Community sentiment: discord, twitter, reddit, bitcointalk | Financial sentiment data | Derived | Medium | - |
| Influencer analytics: top voices impact measurement | Financial sentiment data | Derived | Medium | - |
| Sentiment event correlations to price/volatility | Financial sentiment data | Derived | Medium | - |
| Indicator/Metric | Group | Data Level | Rate of Change | Blockchain-specific |
|---|---|---|---|---|
| Global economic indicators (GDP, inflation, treasury yields) | Macroeconomic indicators | Raw/Derived | Low | - |
| Energy prices (electricity, gas) relevant for mining costs | Macroeconomic indicators | Raw | Medium | - |
| Cryptocurrency market dominance (BTC dominance, ETH dominance) | Macroeconomic indicators | Derived | Medium | + |
| Regulatory environment updates & indices | Macroeconomic indicators | Raw | Low | - |
| Mining data: hash rate, difficulty, block times | Blockchain network metrics | Raw | High | + |
| Network performance: block size, fee metrics, mempool size | Blockchain network metrics | Raw/Derived | High | + |
| Chain health metrics (fork rate, orphan blocks) | Blockchain network metrics | Derived | Medium | + |
| BTC / ETH holdings in public companies/institutions | Market pressure indicators | Derived | Medium | + |
| ETF flows: inflows, outflows, balance changes | Market pressure indicators | Derived | Medium | - |
| Stablecoin supply & flows | Market pressure indicators | Raw/Derived | Medium | + |
| Institutional wallet activity | Market pressure indicators | Derived | Medium | + |
| Indicator/Metric | Group | Data Level | Rate of Change | Blockchain-specific |
|---|---|---|---|---|
| Developer activity: GitHub commits, PRs, issues, contributor metrics | Alternative & supplementary data | Raw/Derived | Medium | + |
| Search & trend data: Google trends, Twitter trends | Alternative & supplementary data | Derived | Medium | - |
| Protocol usage metrics: TVL (total value locked), active users in defi protocols | Alternative & supplementary data | Derived | Medium | + |
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Trend-Following Indicators
- Moving Averages (SMA, EMA, WMA): Averages prices over time to signal trend direction; EMA weights recent prices more. Investopedia
- Parabolic SAR: Indicates potential trend reversals with stop and reverse points based on price and time. Investopedia
- Average Directional Index (ADX): Measures trend strength regardless of direction. Investopedia
- Moving Average Convergence Divergence (MACD): Combines moving averages to show trend direction and momentum. Investopedia
-
Momentum Indicators
- Relative Strength Index (RSI): Quantifies overbought or oversold conditions on a 0-100 scale. Investopedia
- Stochastic Oscillator: Compares closing price to price range over a period to indicate momentum. Investopedia
- Rate of Change (ROC): Measures percentage price change over a time period. Investopedia
- MACD: Used also as a momentum oscillator showing the relationship between two moving averages.
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Volume Indicators
- On-Balance Volume (OBV): Cumulative volume adding or subtracting based on price movement direction. Investopedia
- Chaikin Money Flow (CMF): Combines price and volume to show buying/selling pressure. Investopedia
- Volume Rate of Change: Percentage change in volume across a defined period. Fidelity PDF
- Money Flow Index (MFI): Volume-weighted RSI indicating money inflow or outflow. Investopedia
-
Volatility Indicators
- Bollinger Bands: Bands set at standard deviations above/below a moving average to signal volatility. Investopedia
- Average True Range (ATR): Measures average price range over time to indicate volatility. Investopedia
- Keltner Channels: Volatility-based envelopes above and below an exponential moving average. Investopedia
- Donchian Channels: High and low price boundaries over a period used to detect breakouts. Investopedia
-
Breadth Indicators
- Advance-Decline Line: Cumulative difference between advancing and declining stocks in a market/index. Investopedia
- McClellan Oscillator: Measures momentum of advance-decline data to gauge market breadth. Investopedia