CryptoLore

Market Research

[CryptoLore @CryptoLoreInfo]

Post #7 · Topic #1 · Volumes — Direction? No. But a busy hour is followed by a busy hour. Volume is highly predictable. (Vol series 7/8) #crypto #trading #volume #quant #marketmicrostructure

[CryptoLore @CryptoLoreInfo]

Post #6 · Topic #1 · Volumes — Buying moves price inside the window — but predicts NOTHING about the next 24h. (Vol series 6/8) #crypto #trading #volume #quant #marketmicrostructure

[CryptoLore @CryptoLoreInfo]

Post #3 · Topic #1 · Volumes — After a volume spike, price went UP 49% of the time and DOWN 51%. A coin flip. (Vol series 3/8) #crypto #trading #volume #quant #marketmicrostructure

[CryptoLore @CryptoLoreInfo]

Post #2 · Topic #1 · Volumes — High volume reliably comes before bigger price moves. Volume predicts SIZE. (Vol series 2/8) #crypto #trading #volume #quant #marketmicrostructure

[CryptoLore @CryptoLoreInfo]

Post #5 · Topic #1 · Volumes — Volume's link to price is strongest at 1 second — and fades within an hour. (Vol series 5/8) #crypto #trading #volume #quant #marketmicrostructure

[CryptoLore @CryptoLoreInfo]

Post #4 · Topic #1 · Volumes — Two identical volume spikes. Opposite outcomes. Proof that OTHER factors decide direction. (Vol series 4/8) #crypto #trading #volume #quant #marketmicrostructure

[CryptoLore @CryptoLoreInfo]

пост №1 тема №1 Обʼєми
Does trading VOLUME actually predict anything? We stopped guessing and measured it. (Vol series 1/8) #crypto #trading #volume #quant #marketmicrostructure

[CryptoLore @CryptoLoreInfo]

BTC, +0.42% in 60s. Textbook "buyers won".

The log says otherwise: 161 aggressive sells vs 52 buys — sellers 3.1x heavier, and price still rose.

Label volume by price direction and you'd call this a buyers' candle. We label by the real aggressor side.

#crypto #orderflow

[CryptoLore @CryptoLoreInfo]

Every exchange and tool has the same gap: nobody truly knows how many buyers vs sellers there are.

The common shortcut: price down → "selling", price up → "buying".

That's a guess, not a measurement. We read the real aggressor side from the log.

#crypto #orderflow

[CryptoLore @CryptoLoreInfo]

Working from real, logged events, we started separating three things volume usually blends:

• spoofing (walls that vanish)
• effective volume that truly trades
• the real behavior of buyers vs sellers

Real trades, not assumptions.

#crypto #orderflow

[CryptoLore @CryptoLoreInfo]

Before any analysis we had a problem: raw exchange logs are unreadable.

Step one was building a system that turns the Binance firehose into one clean row per second — buyers, sellers, walls, flow.

Then: tests, math, ~half a year of data. Results soon.

#crypto #orderflow

[CryptoLore @CryptoLoreInfo]

Volume is supposed to confirm a price move. It doesn't always.

BTC, two 60-second windows:
↑ +0.11% on heavy flow — 120 contracts
↑ +0.08% on near silence — 2 contracts

Same move. 60x the volume gap. Why? That question started our research.

#crypto #orderflow

[CryptoLore @CryptoLoreInfo]

A pattern we keep seeing:

When the order-book wall thins out, the market tends to get more volatile. When it's thick, things stay calm.

Thick wall, calm. Thin wall, storm.

#orderflow #crypto

[CryptoLore @CryptoLoreInfo]

Most accounts guess where price goes. We don't.

We're a market research lab — we study the crypto order book to understand how the market really moves.

We don't guess price. We study it.

#crypto #orderflow #marketresearch

[CryptoLore @CryptoLoreInfo]

We don't guess where price goes — we study it.

Documented case: BTC sell-wall thins out → volatility ×9.9, $1,087 range in 5 min. Avg edge ×1.4–1.6.

We forecast volatility, not direction — and we log & validate every call.

#orderflow #BTC #volatility

[fi.simply @fisimply1]

Facebook stocks, short. #Facebook #stocks

[fi.simply @fisimply1]

#sp500 i dount believe :)

[fi.simply @fisimply1]

How far Twitter will grow? Analyzing previous move up we got 3 levels of price 46, 51, 59 dollars. Support via likes if post is cool and you want to see next about #stocks #twitter

[fi.simply @fisimply1]

In Bitfinex more then 7000 traders by Bitcoin with x3 leverage in price more then 10 000 usd. 2000 already close position with loses. They will close et 6600 and loose 95% of there deposits!
#bitcoin #btc #crypto

[fi.simply @fisimply1]

#GBPUSD finish of 12 years triangle!