Cross-Asset Market Sentiment & Fear/Greed Intelligence 🔮📊

Cross-Asset Market Sentiment Intelligence is a quantitative sentiment analysis Actor on Apify. It extracts and models psychological indices, equity & cryptocurrency Fear & Greed gauges, option Put/Call volume ratios, 90-day Pearson cross-asset correlation matrices, multi-horizon benchmark performance matrices, and on-chain circulating stablecoin liquidity flows.

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🌟 Key Features

1. Stock Market Fear & Greed Index (0-100):

   • Market Momentum: S&P 500 relative to 125-day moving average.
   • Market Volatility (VIX): VIX relative to 50-day moving average.
   • Safe Haven Demand: 20-day return spread between Equities (SPY) and Gold (GLD).
   • Junk Bond Demand: 20-day return spread between High-Yield Debt (JNK) and Investment-Grade Corporate Debt (LQD).
   • Put/Call Ratio: Real-time options chain put vs call volume ratio.

2. Crypto Market Fear & Greed Index (0-100):

   • Retail Fear & Greed: Alternative.me retail psychological index.
   • Bitcoin Momentum: BTC price relative to 125-day moving average.
   • ETH/BTC Relative Strength: Ratio relative to 50-day moving average.
   • Bitcoin Volatility: 20-day annualized rolling volatility.

3. Global Cross-Asset Sentiment Composite:

   • Weighted composite index ($0-100$) classifying overall market psychology into Extreme Fear, Fear, Neutral, Greed, or Extreme Greed.

4. Macro-Crypto Pearson Correlation Matrix:

   • 90-day rolling correlation coefficient matrix between Bitcoin, Ethereum, Solana, S&P 500, Gold, Crude Oil, and the US Dollar Index (UUP/DXY).

5. Multi-Horizon Benchmark Performance Matrix:

   • Real-time percentage returns across 1W, 1M, 3M, 6M, YTD, 1Y for key equity (SPX, SPY, QQQ, IWM) and crypto (BTC, ETH, SOL, BNB) benchmarks.

6. Circulating Stablecoin Supply & Liquidity Flows:

   • Tracks total circulating stablecoin supply ($B) from DeFiLlama paired with Bitcoin price to identify leading liquidity inflows into risk assets.

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📥 Input Configuration

Parameter	Type	Default	Description
includeStockSentiment	boolean	true	Calculate equity sentiment index and underlying 5 drivers.
includeCryptoSentiment	boolean	true	Calculate crypto sentiment index and underlying 4 drivers.
includeCorrelationMatrix	boolean	true	Compute 90-day Pearson correlation matrix across assets.
includeStablecoinSupply	boolean	true	Track circulating stablecoin market cap vs Bitcoin price.
includeBenchmarkPerformance	boolean	true	Compute multi-horizon performance comparison table.
historyDays	integer	30	Number of daily historical sentiment records to output (7–365).

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📤 Output Schema

{
  "recordType": "CROSS_ASSET_SENTIMENT_DOSSIER",
  "globalSentimentScore": 62.4,
  "globalClassification": "Greed 🤑",
  "stockSentimentScore": 65.8,
  "stockClassification": "Greed 🤑",
  "cryptoSentimentScore": 59.0,
  "cryptoClassification": "Greed 🤑",
  "marketMomentumScore": 72.4,
  "vixScore": 68.1,
  "safeHavenScore": 60.5,
  "junkBondScore": 62.2,
  "putCallRatioScore": 65.0,
  "retailCryptoFngScore": 58.0,
  "bitcoinMomentumScore": 64.2,
  "ethBtcStrengthScore": 52.0,
  "bitcoinVolatilityScore": 61.8,
  "stablecoinSupplyBillions": 182.54,
  "stockIndicatorsBreakdown": { ... },
  "cryptoIndicatorsBreakdown": { ... },
  "benchmarkPerformance": { ... },
  "macroCorrelationMatrix": { ... }
}

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🚀 Local Run

$uv run --with apify --with pandas --with numpy --with yfinance --with requests --with pytz --with python-dateutil python -m src.main