mznowhere/btc-orderbook-research

BTC order book microstructure analysis: OBI, CVD, and spread statistics from 38 days of Binance data

语言：Jupyter Notebook · GitHub 星标：9 · Fork：0

话题：algotrading · bitcoin · market-microstructure-analysis · orderbook · quantitative-finance

在 GitHub 上查看原仓库