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Category: Bitcoin News

The Price Impact of Order Book Events from a Dimension of Time

Posted on 10 January 202326 April 2023

Content 2 Principal components analysis Market Order Limit order book data In other cases, the EP models offer no advantage, or in the case of a blue or yellow peak it ‘lost’, or underperformed our ATV model. Just as how the five ‘community cards’ in Texas hold’em poker provides shared information to all participants, the…

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