I'm curious if anybody tried to use QSTK for trading or at least studying Kraken. If so would would you mind sharing the code you adapted (using their API for orders, data source, etc)?
Is there some sort of metric or formula for bull/long strength in a market based on % of shorts/longs on margin, and perhaps even the size of that leverage? I ask because I participate in BTC (which ...
I am currently attempting to model and forecast volatility of bitcoin but have not been able to find a GARCH model that fits the data appropriately. I've used tick data sampled at 1 hour intervals ...
Suppose that I want to calculate what the margin requirements should be for a Bitcoin futures contract, where the contract is the USD/BTC exchange rate (settled in Bitcoins). I've looked at the SPAN ...