Interactive transfer-entropy network graphs for US equities, cryptocurrency and foreign exchange. Every night we estimate directional information flow between roughly 1,500 stocks, 350 crypto assets and 550 currency pairs, then publish the resulting network alongside per-asset centrality metrics (in-degree, out-degree, betweenness, PageRank, closeness) and an early-warning volatility score.
Transfer entropy measures how much knowing one asset's past reduces uncertainty about another's future, beyond what that asset's own past already explains. Unlike correlation it is directional, so the graphs show which assets lead and which follow.
The graphs themselves are interactive and need JavaScript enabled.
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