Topic

orderflow

A collection of 5 issues

Cryptocurrency Tick Data Analysis: Order Flow Reconstruction, Anomaly Detection, and High-Precision Backtesting Techniques

Introduction to Cryptocurrency Tick Data Tick data is the lifeblood of quantitative research in digital asset markets. Every executed trade, every change in the bid-ask quotation, and every cancellation leaves a microscopic footprint that, when stitched together, reveals the evolving microstructure of an exchange. In contrast with minute-bar or hourly
4 min read

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