Delta‑Rice - Granular access to derivative for the masses

Inspiration

• Derivatives are powerful yet opaque; most tools highlight price, not structure.
• We wanted a clean “quant tape” that surfaces basis, funding, and regime shifts — then explains them in plain English.

What it does

• Real‑time multi‑asset dashboard for BTC, ETH, SOL, BNB, XRP.
• Computes spot–futures basis yields (perp/quarterly), deltas (bps), and Z‑scores with anomaly highlights.
• Detects macro funding/basis regimes over 90/180/365d and shows current position vs. mean/±σ.
• AI copilot (AWS Bedrock + Qwen) turns stats into concise narratives and Q&A.

How we built it

• Frontend: Next.js 16 + React 19 + TypeScript; Tailwind CSS v4 and shadcn/ui primitives.
• Data: SWR polling Binance (spot) and OKX (futures, funding, history).
• Analytics: On‑the‑fly basis, Z‑scores, regime rails; lightweight client/server compute.
• AI: AWS Bedrock Runtime with Qwen models for summaries and scenario prompts.
• Deploy: Vercel (Edge Runtime).

Challenges we ran into

• Normalizing Binance vs. OKX payloads and aligning timestamps for stable time‑series math.
• Calibrating Z‑score thresholds to reduce noise without hiding signal.
• Keeping the terminal‑style UI readable under constant updates.
• Managing LLM latency/cost while keeping responses contextual.

Accomplishments we’re proud of

• A cohesive basis/regime view that traders can act on quickly.
• Minimalist, responsive terminal UI that still feels premium.
• An AI copilot that explains anomalies with grounded context.

What we learned

• Small visual choices (spacing, color ramps) dramatically aid comprehension in dense UIs.
• Z‑scores work well but need asset‑specific calibration and periodic review.
• LLMs shine when grounded with fresh, structured features.

What’s next for Delta‑Rice

• Options surface (IV, skew, term structure) and cross‑asset spreads.
• Richer anomaly taxonomy with severity and alerts.
• Strategy blocks: simple basis/arbitrage playbooks with backtests.
• Team features: RBAC views and exportable reports.

Built With

• amazon-dynamodb
• bedrock
• next
• v0