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by cryptoarbitrageguy
April 19th, 2023, 5:52 pm
Forum: Trading Forum
Topic: Bitcoin Market Micostructure <> Spotting the Whales and Manipulation
Replies: 3
Views: 13439

Re: Bitcoin Market Micostructure <> Spotting the Whales and Manipulation

1. Tail hedging in BTC is hilarious because the VRP is way overpriced due to forced hedgers. 2. Market makers don't manipulate the market, they will just want to get flat once inventory is put on. 3. Manipulation will get you banned on any of the major exchanges like Binance, it is actually incredib...
by cryptoarbitrageguy
April 19th, 2023, 5:34 pm
Forum: Trading Forum
Topic: Trading Volume Prediction
Replies: 8
Views: 7282

Re: Trading Volume Prediction

I haven't looked at volume as a prediction task, but I've used it before in these contexts: - conditional for whether a relationship will hold or reverse - a sign that a lot of people want to trade all of a sudden / I should dig deeper to see what that alpha is - some alphas like rolling correlation...
by cryptoarbitrageguy
April 19th, 2023, 5:34 pm
Forum: Trading Forum
Topic: Trading Volume Prediction
Replies: 8
Views: 7282

Re: Trading Volume Prediction

I haven't looked at volume as a prediction task, but I've used it before in these contexts: - conditional for whether a relationship will hold or reverse - a sign that a lot of people want to trade all of a sudden / I should dig deeper to see what that alpha is - some alphas like rolling correlation...