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Joined: June 15th, 2020, 5:25 am

Bitcoin Market Micostructure <> Spotting the Whales and Manipulation

June 15th, 2020, 6:01 am

Hey guys,

We are a crypto prop investment fund located in Australia and Dubai International Financial Centre - we focus on tail risk hedging (Which is particularly relevant to crypto given the extreme volatility!!). See more info here: 

Anyway, we are currently looking at a new strategy around Bitcoin market microstructure, particularly in terms of spotting the manipulation of the crypto whales and 'Market Makers' (i.e. spoofing, wash trading, herding etc. .... it's the wild west!!) and then through order book analysis developing some 'indicators' that can be used to generate probabilistic models and outcome scenarios around market moves (i.e. spoofing on this exchange has a correlation to the huge spike in price etc.)

We are wanting to work with a Quant trader who can start translating, automating and also validating some of these models and our research. If anyone thinks this sounds interesting or perhaps could facilitate an introduction it would be much appreciated!! We haven't ever really looked at market microstructure before (In the past our models and strategies have been built on different parameters), so a new area for us and since it's hard to come across people we thought it'd be best to reach out to the community :) 

My WhatsApp is +61424173388