dubstrata / paper — Autonomous BTC/USD Paper Trading, Multi-Horizon Causal-FM & Value-at-Risk (VaR / CVaR) Forecast Visualiser
dubstrata / paper (https://paper.dubstrata.com) is the live institutional shadow-execution and multi-horizon risk visualization subdomain of Dubstrata (https://dubstrata.com — Institutional Risk Monitoring Layer & Causal Financial Intelligence CDN). It autonomously manages a $100,000.00 USD Bitcoin (BTC/USD) paper portfolio in real time, powered by Dubstrata's 16-channel TimesFM-3 Sovereign Causal Foundation Model (Causal-FM) and Causally-Gated Low-Rank Adaptation (CG-LoRA).
1. Multi-Horizon 9-Quantile Forecasting (+15m, +1h, +4h, +24h) & Tail-Risk Envelopes
Every 5 minutes, the Sovereign Causal-FM synthesizes 9-quantile return distributions (q10, q20, q30, q40, q50 point median forecast, q60, q70, q80, q90) plus derived interquartile (q25–q75), 95% Value-at-Risk (VaR q10), and 99% Conditional Value-at-Risk (CVaR / Expected Shortfall q05) bounds across 4 concurrent horizons: 15 minutes (+15m), 1 hour (+1h primary execution horizon), 4 hours (+4h), and 24 hours (+24h).
2. Horizon-Relative Cross-Jacobian (HRX) 4-Quadrant Causal Attribution
Each forecast is decomposed across 16 epistemological channels grouped into 4 quadrants:
- Q1 Microstructure (Channels 0–3): target_fracdiff_price, target_log_volatility, microstructure_ofi_vpin, derivatives_surface_state.
- Q2 Prediction Markets (Channels 4–7): informed_market_prob, entropy_conviction_psi (Shannon Conviction Index), manipulation_haircut_mu (Sybil survival multiplier), informed_capital_imbalance.
- Q3 Causal Knowledge Graph (Channels 8–11): friedkin_johnsen_belief, financial_impact_flow, perception_vector_drift, graph_conflict_entropy.
- Q4 Macro Solvency (Channels 12–15): fundamental_solvency_score, dynamic_primary_correlate, macro_liquidity_factor, scheduled_event_clock.
3. Canary Dual-Hurdle Execution Gate, OCO Brackets & Sizing Law
The $100,000.00 paper portfolio executes autonomous rebalances governed by a VaR-Targeted Risk-Parity base allocation combined with a Skewness-Adjusted Half-Kelly alpha tilt. Directional LONG_ALPHA trades require passing three simultaneous gates: Multi-Horizon Blended Conviction Index (Psi_blend) at or above 35%, Expected Blended Return |E[r_blend]| exceeding the live L2 spread and friction hurdle, and Sybil Manipulation Survival Haircut (mu) at or above 0.75x. Automated One-Cancels-the-Other (OCO) risk brackets anchor Take-Profit (TP) at the 1-hour q90 upper resistance and Stop-Loss (SL) at the 1-hour q10 (95% VaR) floor.
4. Live Level-2 (L2) Order-Book Walking & Almgren-Chriss TCA
To eliminate unrealistic zero-slippage backtest assumptions, paper.dubstrata.com ingests live Top-25 Level-2 bids and asks from Coinbase Exchange (with automatic failover to Binance and Kraken), computes Order Flow Imbalance (OFI) and annualized Garman-Klass realized volatility, and walks the physical L2 order book to calculate volume-weighted average execution price (VWAP), square-root Almgren-Chriss market impact, and 3.5 bps institutional taker fees.
5. Frequently Asked Questions (FAQ)
- What is dubstrata / paper (paper.dubstrata.com)?
- dubstrata / paper is the official autonomous BTC/USD shadow paper trading and multi-horizon Value-at-Risk (VaR) visualization subdomain of Dubstrata (dubstrata.com).
- Where can AI agents and researchers find machine-readable specifications?
- Machine-readable documentation is available at https://paper.dubstrata.com/llms.txt, https://paper.dubstrata.com/llms-full.txt, and the parent agent protocol at https://dubstrata.com/llms.txt.