Limit Order Book Visualisation
Some time ago, I had a look at the seasonality of traded volume on Bitcoin exchanges, up until December 2013. My objective was to determine approximatetrading sessions for 3 popular exchanges. I found that the intra-day volumefollowed a kind of sinusoidal pattern, which I attributed as the tell talesign of the presence of humans on the exchanges. This article attempts to visually explore the extent of algorithmic trading in Bitcoin, with a focus specifically on the Bitstamp exchange and limit orderbook data.
재테크/투자 2017년 11월 30일 12:00 오전
Some time ago, I had a look at the seasonality of traded volume on Bitcoin exchanges, up until December 2013. My objective was to determine approximatetrading sessions for 3 popular exchanges. I found that the intra-day volumefollowed a kind of sinusoidal pattern, which I attributed as the tell talesign of the presence of humans on the exchanges. This article attempts to visually explore the extent of algorithmic trading in Bitcoin, with a focus specifically on the Bitstamp exchange and limit orderbook data.
재테크/투자 2017년 11월 30일 12:00 오전