Statistical analysis of 2013

[reasonable]

hi everybody

I did some statistical analysis. It might be interesting for some of you.


Data:
btc/usd price of bitstamp
year 2013 [31.12.2012 - 31.12.2013]
Statistical test: ANOVA


Trading Volume hourly

http://i59.tinypic.com/14tgm1.png
 
Time of day (=time_category) has a significant effect on the volume of trade (p=0.000). 2.1% of the variance of volume can be explained by time of day.

http://i60.tinypic.com/nyh5x0.png
 

Trading Volume daily

http://i59.tinypic.com/1zbvsdx.png

days have significant effect on the volume of trade (p=0.013). 4.4% of the variance of volume can be explained by weekday_category.

http://i60.tinypic.com/kcgn61.png
 

Profit or Loss, daily close-prices

http://i62.tinypic.com/34e81i1.png
 
days hav no significant effect on change_previous_day (p=0.455). Hard to believe that there are no statistically signifcant differences, when you're looking at the chart.
 
http://i58.tinypic.com/2n8zujm.png


Profit or Loss, hourly

http://i62.tinypic.com/x423nt.png
 
time of day (=time_categories) have a significant effect on the profit/loss (p=0.042). 0.4% of the variance of profit/loss can be explained by time_categories.

http://i59.tinypic.com/v5b8sm.png

Regards

[lnternet]

I was just talking to a friend how it's always down on Saturday

Very nice work. Where do you get data?

[Revolution]

I was just talking to a friend how it's always down on Saturday

Very nice work. Where do you get data?

Yea sources would be nice.

[lnternet]

Can you get me a standard deviation of the price? Preferably daily.

[reasonable]

Source: http://bitcoincharts.com/charts/bitstampUSD#rg60ztgSzm1g10zm2g25zv

There you can get the data, but often there is a message like "to much data", so I had to do 3 queries to get the hourly data for 1 year. Below the chart is a link called "load RAW data".


Here you can download my data file: http://www.file-upload.net/download-8629400/bitcointalk.xlsx.html


Regards


PS: Do you still need the standard deviation or can you do it by yourself?