Daniel Szemerey

Co-Founder @ Unravel - Cutting-edge Crypto Factor Portfolios • @ Aperiodic - Market Microstructure Data

[Daniel Szemerey @szemyd]

Building infrastructure for crypto is crazy. Hundreds of exchanges, zero standardization, flaky APIs.
We built https://t.co/klcVetQ27z for our own desk and partner institutions; now we're opening it up! If you process terabytes of exchange data instead of doing research, DM me.

[Unravel • Aperiodic @unravel_finance]

We've been customers of every crypto data platform.
None gave us what quant research actually needs: point-in-time data, deep liquidity metrics, and real microstructure signals without survivorship bias.

So we built https://t.co/1x3rkTRhod. 100+ metrics. Full history
Now 40% off

[Unravel • Aperiodic @unravel_finance]

We just released our new Python client library market-neutral portfolios and cross-sectional factor API!

Just run `pip install unravel-client`

Handles the tedious API mechanics so you can spend time on actual alpha research instead of debugging requests.
https://t.co/HBPhWftexg

[Daniel Szemerey @szemyd]

We’re heading to Cannes next week for #ethCC with @almostintuitive, as part of @unravel_markets.

We're providing ways to get exposure to crypto alpha factors - as market-neutral, high performing, institutional-grade portfolios.

Let’s meet for coffee, drop us a line!
#ETHCC2025

[Quantocracy @Quantocracy]

New Contributor: Does High Interest Rate Volatility Predict Market Turbulence? [Myalo] https://t.co/wyCQpVmkLv

[Daniel Szemerey @szemyd]

A short summary of our methodology: https://t.co/rMhVrOfh6G

[Daniel Szemerey @szemyd]

It feels great to finally lift the curtains for a sneak peek and show why we have been investing a lot of effort into building financial research infrastructure.

We will continue publishing more public research on the many similar predictive relationships we uncovered!

[Mark Aron Szulyovszky @almostintuitive]

Huh, great to finally come out of stealth mode, and start publishing!

Our first piece is out today with the title: “Does High Interest Rate Volatility Predict Market Turbulence?”.
https://t.co/6YRrogZgyO
It’s an easy-to-model leading indicator (at the tails), and is a good (although basic) example of how looking beyond univariate relationships (eg. S&P 500 volatility vs S&P 500 forward returns) could have a meaningful risk reduction effect.
We hope it ends up being actually useful in building models, and looking forward to further exploration of the effect!

[Daniel Szemerey @szemyd]

Hi @holland_tom, just finished Rubicon and realised I read it at the just right time as you have recently released Pax, so I can continue with the journey!
I'm trying to buy it in paperback but it says it will only be available next year - is this a bug or feature?

[Daniel Szemerey @szemyd]

Congratulations Martha!

[Foster + Partners @FosterPartners]

🎉Congratulations to Martha Tsigkari, Head of Applied R+D at Foster + Partners on winning the Spotlight Award at this year’s @worldarchnews Female Frontier Awards👏. Read more: https://t.co/TeWsZteAWF #WANFFAwards

[Mark Aron Szulyovszky @almostintuitive]

I think "augmenting data with ML models" is a promising research area, especially in NLP. https://t.co/WazHwPDWoy is a great example. It works like the following:

[Daniel Szemerey @szemyd]

@JoshValman Beautiful

[Health Venture Lab @thehvlab]

PODCAST treat for you🎙️Our Co-Founder, @szemyd sat down with #MayakInnovatsiy host @dominiquepiotet, CEO of https://t.co/KtLk29lUZr, the first Ukrainian Smart City dedicated to innovation, to talk about disruptive novelties and entrepreneurship:
https://t.co/BXd3GZHfdf

[Health Venture Lab @thehvlab]

From everyone at Health Venture Lab, we would like to wish you a very happy #HolidaySeason2020 and a peaceful and prosperous New Year!

[Daniel Szemerey @szemyd]

Oh no, poor penguins. https://t.co/44rznOvwWu

[Health Venture Lab @thehvlab]

How can you effortlessly upgrade your knowledge and learn new essential ways to contribute to the success of startups in just 3 days❓ #HLVprogram #TrainTheTrainer #HealthcareUnicorns
https://t.co/RqeAmIEHtw

[Charles @min_residuals]

I just posted a new video tutorial, explaining how users can easily optimise components subject to both thermal and mechanical loads.

FormFlow is becoming one of the most intuitive and feature packed CAE software for 3Dprinting & beyond!

https://t.co/IHjxcwSswA

[Health Venture Lab @thehvlab]

During Day 2, Dec. 9th, of the #CatalystEUwebinar interactive workshop, speakers will guide participants through the process of formulating and assessing a potential ‘need’ relevant to the current health challenges in a given region. REGISTER for free now: https://t.co/Yk5h7nIG5u

[cobalint (parody) @cobalint]

The Royal Hungarian salt mine of Désakna, in present-day Romania.

[Daniel Szemerey @szemyd]

@cobalint @gergely_monus Where do you find these? Intriguing archives :)