Liquidity Fair Value Estimation Index Heatmap [MarktQuant]
The Liquidity Fair Value Estimation Index Heatmap by MarktQuant is a TradingView indicator that analyzes global liquidity’s impact on asset prices, presented as a non-overlay tool. It estimates fair value based on macroeconomic liquidity data and visualizes deviations through a heatmap or Z-score display.
Core Functionality
This indicator aggregates liquidity metrics from multiple sources, including U.S. Federal Reserve data, global M2 money supply, Asian liquidity proxies, and central bank balance sheets (China, Japan, Europe), all converted to USD. It uses regression analysis to estimate the fair value of an asset’s price relative to these liquidity factors, then calculates deviations to assess over- or undervaluation.
Visual Features
- Heatmap Mode: Displays a color-coded grid reflecting liquidity components’ bullish (green) or bearish (purple) influence.
- Z-Score Mode: Plots a smoothed Z-score average as columns, with colors shifting from purple (undervalued) to green (overvalued).
- Fair Value Plots: Optional overlay lines for individual liquidity sources (e.g., Fed, China), toggleable by the user.
- Table: A bottom-center table summarizes fair values, Z-scores, signals (green/red), and optional 1/2/3-year correlations, with gradient-colored text for quick interpretation.
- Bar Coloring: Candles can reflect the Z-score direction (purple/green).
Use Case
Ideal for traders linking macroeconomic liquidity to market pricing, this tool helps identify mispricings—undervalued assets for buying, overvalued for selling—across various timeframes.
Customization
- Display Mode: Switch between Heatmap or Z-Score views.
- Bars: Set the regression lookback period (default 720).
- Z-Score Length/Smoothing: Adjust calculation period and smoothing.
- Toggles: Enable/disable fair value plots, bar colors, and correlation data.
This indicator offers a dynamic, visually rich way to gauge how global liquidity shapes asset value, with flexible options for tailored analysis.
Invite-only script
Only users approved by the author can access this script. You'll need to request and get permission to use it. This is typically granted after payment. For more details, follow the author's instructions below or contact MarktQuant directly.
Note that this private, invite-only script has not been reviewed by script moderators, and its compliance with House Rules is undetermined. TradingView does NOT recommend paying for or using a script unless you fully trust its author and understand how it works. You may also find free, open-source alternatives in our community scripts.
Author's instructions
Warning: please read our guide for invite-only scripts before requesting access.
📊 whop.com/marktquant
🌐 marktquant.com
Nothing shared on this page constitutes financial advice. All information, tools, and analyses are provided solely for informational and educational purposes.
Disclaimer
Invite-only script
Only users approved by the author can access this script. You'll need to request and get permission to use it. This is typically granted after payment. For more details, follow the author's instructions below or contact MarktQuant directly.
Note that this private, invite-only script has not been reviewed by script moderators, and its compliance with House Rules is undetermined. TradingView does NOT recommend paying for or using a script unless you fully trust its author and understand how it works. You may also find free, open-source alternatives in our community scripts.
Author's instructions
Warning: please read our guide for invite-only scripts before requesting access.
📊 whop.com/marktquant
🌐 marktquant.com
Nothing shared on this page constitutes financial advice. All information, tools, and analyses are provided solely for informational and educational purposes.