Trend based trading in Bitcoin

Bitcoin has trends where it moves similarly. While inside a trend, the direction, volatility, reversals, and response to various stimuli are similar. The scope of similarity is different in longer and shorter timelines. I establish a simple and replicable method...

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Dynamics behind bitcoins fall from 19.9k

I used trade data and orderbook snapshots from 15 spot and 6 derivative exchanges in their BTC/USD and/or BTC/USDT pair to attempt to find an explanation for Bitcoin’s sharp price fall from 19.9k on December 1, 2020. In my analysis,...

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Price Discovery in Bitcoin exchange

I applied price discovery algorithms to 5 Min OHLCV data from Bitmex and CME contracts and Bitstamp, Coinbase, HitBTC, Kraken, Poloniex, Binance, and OkEx BTCUSD/BTCUSDT markets from March 2016 to May 2020 to find the leading bitcoin exchanges and how...

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