How to use this section
Read Research to decide what matters, then open Markets to validate the tape and venue structure. These are different jobs.
For BTC, start with the live wire, identify the active macro or flow regime, then move into the matching research lane below.
The point is to reduce false confidence. If the narrative is not supported by flow, liquidity, or macro context, the playbook should die here.
Start with what changed today
Use the public wire, macro tone, and ETF context to get to a clean session read before opening detailed market panels.
Frame crypto through the broader tape
Rates, dominance, ETF flows, and cycle metrics belong together if you are trying to separate crypto-specific noise from cross-asset regime changes.
Read the tape and liquidity state
Footprint, orderbook, and liquidation split should answer whether a move is actually sponsored, not just noisy.
Use external strategy research
Oxford Strat gives this section a real external research archive instead of recycled internal cards pretending to be a strategy library.
Live research wire
Use the wire as raw input, not as a finished conclusion.
Research should tell the user what to read next and why. It should not dump the same market widgets into another tab and pretend the job changed.
The desk workflow is simple: read the wire, classify the regime, inspect the matching flow or macro surface, then open the exact market page needed for execution detail.
If a page cannot answer what changed, why it changed, and what would invalidate that read, it is not a research page yet.
Oxford Strat research showcase
This lane pulls Oxford Strat's public research archive directly into the Research hub so users get real external studies instead of another fake internal playbook deck.
Oxford Strat R&D archive
This section pulls from Oxford Strat's public research feed. It is here to showcase real external strategy studies and data notes, not another internal filler widget pretending to be research.