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Synth Data

Query volatility forecasts from Synthdata.co for crypto, commodities, and stocks. Compare assets and run Monte Carlo simulations.

Introduction

# Synthdata Volatility Skill

Query and analyze volatility forecasts from Synthdata.co for crypto, commodities, and stock indices.

## Setup

Set your API key: ```bash export SYNTHDATA_API_KEY=your_key_here ```

## Quick Start

```bash # Single asset python3 scripts/synth.py BTC

# Multiple assets comparison python3 scripts/synth.py BTC ETH SOL --compare

# All assets overview python3 scripts/synth.py --all

# Monte Carlo simulation (24h max) python3 scripts/synth.py BTC --simulate --hours 12 ```

## Available Assets

| Ticker | Name | Category | |--------|------|----------| | BTC | Bitcoin | Crypto | | ETH | Ethereum | Crypto | | SOL | Solana | Crypto | | XAU | Gold | Commodity | | SPYX | S&P 500 | Index | | NVDAX | NVIDIA | Stock | | GOOGLX | Google | Stock | | TSLAX | Tesla | Stock | | AAPLX | Apple | Stock |

## Output Example

``` ================================================== BTC — Bitcoin ================================================== Price: $77,966 24h Change: 🔴 -0.95% Current Vol: 58.4% 🟠 [Elevated] Avg Realized: 53.3% Forecast Vol: 52.2% ```

## Volatility Levels

| Level | Range | Emoji | |-------|-------|-------| | Low | < 20% | 🟢 | | Moderate | 20-40% | 🟡 | | Elevated | 40-60% | 🟠 | | High | 60-80% | 🔴 | | Extreme | > 80% | 🔴 |

## Use Cases

### 1. Market Overview ```bash python3 scripts/synth.py --all ``` Get a ranked table of all assets by volatility.

### 2. Trading Signals - **High forecast → Current low**: Expect volatility spike - **Low forecast → Current high**: Volatility may decrease - Use for position sizing and options trading

### 3. Monte Carlo Projections ```bash python3 scripts/synth.py BTC --simulate --hours 24 --paths 1000 ``` Generate probabilistic price ranges using forecast volatility (24h max - Synthdata forecast window).

### 4. Scheduled Reports Create a cron job for daily Slack/Telegram forecasts (see examples/use-cases.md).

### 5. Risk Alerts Monitor for assets crossing volatility thresholds and trigger notifications.

## API Reference

See `references/api.md` for full API documentation.

## Direct API Usage

```python import requests

resp = requests.get( "https://api.synthdata.co/insights/volatility", params={"asset": "BTC"}, headers={"Authorization": f"Apikey {API_KEY}"} ) data = resp.json()

# Key fields: price = data["current_price"] realized_vol = data["realized"]["average_volatility"] forecast_vol = data["forecast_future"]["average_volatility"] ```

## Integration Ideas

- **Polymarket**: Use volatility forecasts to inform up/down market bets - **Options**: High forecast vol = consider buying options - **Portfolio**: Rebalance when aggregate volatility spikes - **Alerts**: Notify when forecast differs significantly from realized

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