Market microstructure, portfolio theory, and pricing dynamics applied to Counter-Strike 2 digital asset markets. Built on 5 years of daily price data from 70+ exchanges.
Do case prices lead or lag the expected value of their contents? Cointegration, lead-lag analysis, and z-score trading signals across 42 cases.
Mean-variance optimization across every tradeable CS2 item. Efficient frontier, correlation clustering, risk decomposition, and optimal portfolio construction.
Compare any skin to its peer basket and detect mean-reversion opportunities. Weapon skins show momentum, knives mean-revert with 2-8 day half-lives.