La courbe

Algorithmic trading can't be that hard…

[Dan Held @danheld]

In the Pandora Papers, 99.9% of all corruption is happening with fiat money rather than crypto.

[La courbe @la_courbe]

@benqinomics @BenqiFinance Thanks, I also thought so :) Any idea for my issue though?

[La courbe @la_courbe]

@StaniKulechov @AaveAave @avalancheavax for sure

[La courbe @la_courbe]

I'm verifying my Arweave address Dz9Knt3Z_Jh_Oq1OQu0qjMeSyBIghxDi6Noxv86UD_o

[La courbe @la_courbe]

@RealMikeR91 Hey 👋 Would you have one for me? 🙏

[La courbe @la_courbe]

@Lukits9 Lol not paying for that 🤣

[La courbe @la_courbe]

@theSarahKhan Happy to have one too 🙂

[La courbe @la_courbe]

@kolamazing Hi 👋 Could you send one to a fellow inhabitant of Bayern? 🙂 My handle is furious_darwin

[La courbe @la_courbe]

@Danimaals Hey 👋 Could you send me a ClubHouse invite @furious_darwin please? 🙏

[La courbe @la_courbe]

Here are the plots of this morning's analysis: we can see that in the 5min plot, the data is a near-perfect Gaussian while in 1d it's much more rough. Not drawing more conclusions than that though...

[La courbe @la_courbe]

Three things:

1. Instictively, I felt that there were more big movements in hourly timeframe but it seems not to be the case.

2. For me, this exercise provided interesting insights about what timeframe to work with.

3. Always start with simple analysis!

5/5

[La courbe @la_courbe]

What I learnt today, on BitMEX's ETHUSD contract, looking at the period from March 22nd 2019 to March 21st 2020 (didn't download fresh data for a while...)

1/5

[La courbe @la_courbe]

In daily timeframe (on all available data this time, not only a year), the change was lower than 3.8% in 69% of cases. That means that it was higher than that in 31% of the cases.

4/5

[La courbe @la_courbe]

@cuban_intel What was your baseline for your Sharpe ratio?