Query volatility forecasts from Synthdata.co for crypto, commodities, and stocks. Compare assets and run Monte Carlo simulations.
Install
Documentation
Synthdata Volatility Skill
Query and analyze volatility forecasts from Synthdata.co for crypto, commodities, and stock indices.
Setup
Set your API key:
export SYNTHDATA_API_KEY=your_key_here
Quick Start
Single asset
python3 scripts/synth.py BTC
Multiple assets comparison
python3 scripts/synth.py BTC ETH SOL --compare
All assets overview
python3 scripts/synth.py --all
Monte Carlo simulation (24h max)
python3 scripts/synth.py BTC --simulate --hours 12
Available Assets
| Ticker | Name | Category |
|--------|------|----------|
| BTC | Bitcoin | Crypto |
| ETH | Ethereum | Crypto |
| SOL | Solana | Crypto |
| XAU | Gold | Commodity |
| SPYX | S&P 500 | Index |
| NVDAX | NVIDIA | Stock |
| GOOGLX | Google | Stock |
| TSLAX | Tesla | Stock |
| AAPLX | Apple | Stock |
Output Example
==================================================
BTC — Bitcoin
==================================================
Price: $77,966
24h Change: 🔴 -0.95%
Current Vol: 58.4% 🟠 [Elevated]
Avg Realized: 53.3%
Forecast Vol: 52.2%
Volatility Levels
| Level | Range | Emoji |
|-------|-------|-------|
| Low | < 20% | 🟢 |
| Moderate | 20-40% | 🟡 |
| Elevated | 40-60% | 🟠 |
| High | 60-80% | 🔴 |
| Extreme | > 80% | 🔴 |
Use Cases
1. Market Overview
python3 scripts/synth.py --all
Get a ranked table of all assets by volatility.
2. Trading Signals
- -High forecast → Current low: Expect volatility spike
- -Low forecast → Current high: Volatility may decrease
- -Use for position sizing and options trading
3. Monte Carlo Projections
python3 scripts/synth.py BTC --simulate --hours 24 --paths 1000
Generate probabilistic price ranges using forecast volatility (24h max - Synthdata forecast window).
4. Scheduled Reports
Create a cron job for daily Slack/Telegram forecasts (see examples/use-cases.md).
5. Risk Alerts
Monitor for assets crossing volatility thresholds and trigger notifications.
API Reference
See references/api.md for full API documentation.
Direct API Usage
import requests
resp = requests.get(
"https://api.synthdata.co/insights/volatility",
params={"asset": "BTC"},
headers={"Authorization": f"Apikey {API_KEY}"}
)
data = resp.json()
Key fields:
price = data["current_price"]
realized_vol = data["realized"]["average_volatility"]
forecast_vol = data["forecast_future"]["average_volatility"]
Integration Ideas
- -Polymarket: Use volatility forecasts to inform up/down market bets
- -Options: High forecast vol = consider buying options
- -Portfolio: Rebalance when aggregate volatility spikes
- -Alerts: Notify when forecast differs significantly from realized
Launch an agent with Synth Data on Termo.