Synth Data

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

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

text

==================================================
  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