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Title: Bitcoin - quantitative analysis of trading data Post by: crypto_trader on September 20, 2013, 12:08:54 AM Statistical and quantitative analysis of trading level 2 data has been established in the trading community but has been long overdue for Bitcoin (for obvious reasons like liquidity and volume in my view) so it's great to see such analysis of order book by "Jonathan Heusser" which can help Bitcoin traders with quantitative skills to create models for short term prediction of the market movements.
http://jheusser.github.io/2013/09/08/hawkes.html Title: Re: Bitcoin - quantitative analysis of trading data Post by: infobiactrader on September 20, 2013, 01:29:34 AM Wow this is actually pretty nice...
Title: Re: Bitcoin - quantitative analysis of trading data Post by: sasuke234 on September 20, 2013, 03:16:44 AM Thank you! Decent work there mate!
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