Quickstart
Your first cross-strategy correlation in three calls, no key — all historical data is free.
New here? Start with Start here (try-it +
the evaluate-against-your-book recipe). Base URL: https://api.btcalpha.com.au.
:::note Factual data, not advice Every response is backtested / modelled historical data for professional & institutional use. Past performance is not indicative of future results — not advice, not a recommendation, not a forecast. :::
1 · Discover the strategies
curl https://api.btcalpha.com.au/v1/strategies
Every response is the canonical envelope — data, meta, links. Example response — shape only;
the metric values (and dataset_version) refresh daily, so … marks a live number — run the call
for current data:
{
"data": [
{
"id": "helios",
"name": "Helios",
"tv_status": "provisional",
"verification_state": "dual_verified",
"base_risk_pct": 0.025,
"headline": {
"cagr_pct": "…",
"max_drawdown_pct": "…",
"sharpe_daily_annualized": "…",
"profit_factor": "…",
"trade_count": "…"
}
}
],
"meta": { "basis": "backtested", "dataset_version": "…", "count": 14 },
"links": { "self": "/v1/strategies", "summary": "/v1/summary", "dataset": "/v1/dataset" }
}
Notice — two confidence signals on every strategy: verification_state is our internal
validation depth (here dual_verified — confirmed two independent ways in-house), and tv_status
is the external TradingView cross-check (provisional until reconciled; all 14 are provisional
today). Two complementary axes, not a contradiction → Verification & data confidence.
2 · Pull the correlation matrix
curl "https://api.btcalpha.com.au/v1/correlation?period=daily"
Pearson correlation of aligned daily returns — risk-invariant (unchanged by risk_pct).
Notice: pairs span from the most-correlated (e.g. atlas / hyperion, strongly positive) down to the least (e.g. helios / kronos, near zero or slightly negative) — that spread, from tightly-correlated to negatively-correlated, is the raw material for diversification. (Exact coefficients refresh daily — read them from the call.)
3 · The diversification snapshot
curl https://api.btcalpha.com.au/v1/summary
The summary returns the diversification snapshot — mean correlation, effective bets — and the
equal-weight book performance. All free, no key. Example response — shape only; … marks a live
number that refreshes daily, so run the call for current values:
{
"data": {
"strategy_count": 14,
"coverage": { "from": "2018-08-14", "to": "…" },
"mean_pairwise_correlation": "…",
"diversification": {
"most_correlated": { "pair": ["atlas", "hyperion"], "correlation": "…" },
"least_correlated": { "pair": ["helios", "kronos"], "correlation": "…" },
"effective_bets": "…"
},
"equal_weight_book": {
"n_days": "…", "net_return_pct": "…", "cagr_pct": "…",
"max_drawdown_pct": "…", "sharpe_daily_annualized": "…"
}
}
}
What to notice: the least-correlated pair — helios / kronos — is near zero or mildly
negative: a genuinely independent, even hedging, return stream. Over ~8 years (2018 → today)
the 14 strategies behave like only a handful of independent bets (effective_bets) at a low
mean correlation — that's the diversification, free to verify against your own book. (Backtested /
modelled, provisional — not advice. Exact figures refresh daily; read them from the call.)
→ Unlock the book stats + the full per-strategy series with a key: Access & Authentication.
Where next
The recipe — correlate a strategy against your own returns.
The two confidence signals on every strategy, explained.
The response envelope, errors, versioning and caching.
Risk rescale, performance metrics, correlation, fees & slippage.