Investors are often looking for uncorrelated returns so as to better diversify. If one looks at world indices & equities, there is much less diversity between assets than there was a decade ago, indeed the cross-market correlations are remarkably high.ago assets covariance cross currencies currency diversity equities indices market
I have 4 Bitcoin L3 exchange feeds running smoothly out of a data center in California (which is slightly closer to Asian exchanges and Coinbase than the east coast).
Bitcoin trading & order volume is quite far from the hyper-fast moving equities, FX, or treasuries markets.due error exchanges limit maker market momentum short term trading
I’ve been a bit distracted recently brainstorming some blockchain-related ideas with colleagues, and working on a research & trading UI.
I wanted to build a UI to allow me to observe and develop better intuitions around order book characteristics.Bokeh book charts data dealing highly manageable python recommend transactions
Ok, what I am going to say here is probably Bitcoin heresy, in that I am going to advocate more centralized clearing and management of assets wrt exchange trading.
I want to be able to scale trading in bitcoin and execute across multiple exchanges.amusingly BTC credit depositing due element funds perceived transactional wiring
Given the above, can reconstitute the orderbook as it moves through time, and can likewise be used to create BBO quotes and bars of different granularities.
I am happy to share the collected data, though if becomes too burdensome, may need to find a way to host and serve it properly.AlphaPoint decided exchange expect hosting implementation revisit suggestions
In the previous post outlined intention to put together high quality L2/L3 feeds for the top 4-5 bitcoin exchanges, collect L3 data, and provide a consolidated live orderbook for trading.
BTCChina is, by far, the largest exchange, however appears to have shoddy technology (at least on the market data side).5 levels api data documented exchange FIX JSON levels market orderbook transaction
I guess I am old enough to have seen the wheel reinvented a number of times in both software infrastructure and financial technology spaces.
When one writes to HDFS, HDFS distributes blocks of data across nodes, but with no explicit way to control of data / node affinity.auction data distributed hdfs linear node steps uniformly url user wheel
Bitcoin has been in a (mostly) negative trend from its high (~1175) to, as of today, a low of 165, since early 2014. It has also been associated with negative news across the year, concerning: bitcoin theft, shoddy exchanges, illicit uses, etc.>bitcoin algos Bitcoin BTC exchanges fraud market mt gox negative news shoddy theft