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On-Chain Data

Meaning

On-Chain Data refers to all information that is immutably recorded, cryptographically secured, and publicly verifiable on a blockchain’s distributed ledger. This encompasses comprehensive transaction details, smart contract interactions, wallet addresses, block timestamps, and mining or staking rewards, collectively providing a transparent and auditable record of all network activity.
How Can a Firm Quantitatively Model the Correlation between a Parent and a Newly Forked Cryptocurrency? A layered, cream and dark blue structure with a transparent angular screen. This abstract visual embodies an institutional-grade Prime RFQ for high-fidelity RFQ execution, enabling deep liquidity aggregation and real-time risk management for digital asset derivatives.

How Can a Firm Quantitatively Model the Correlation between a Parent and a Newly Forked Cryptocurrency?

A firm can model the correlation between a parent and a forked cryptocurrency by deploying a multi-layered system that integrates dynamic time-series models like DCC-GARCH with on-chain data to create a predictive analytical framework.