Nov 15, 2022
4:00 pm

Process Market Data and Analyze Crypto Market Microstructures with Python

Using Python to process market data and analyze Crypto market microstructures

About this session

In this talk I will present a method for constructing crypto market microstructure variables, a machine learning model for analyzing the usefulness of these variables and how they may help forecast market volatility. The analysis is all done in Python and on publicly available crypto market data.

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