Bitfinex Total Longs/Shorts All Coins Aggregate [bigurb]
I took all the coins and all the coin pairings on Bitfinex to make two separate Total L/S ratios. One just takes the L/S for all coins and averages them evenly.
The second, and I think superior method is where I take the total longs for each coin and mulitiply by the coin price, doing the same for the shorts. This gives a L/S ratio that is properly weighted for the value of longs/shorts.
The second, and I think superior method is where I take the total longs for each coin and mulitiply by the coin price, doing the same for the shorts. This gives a L/S ratio that is properly weighted for the value of longs/shorts.
Versionsinformation:
Added a no ZRX and no BTC version
Versionsinformation:
Added some De-Trended plots to the BTC, TOTAL L/S, and L/S -ZRX&BTC plots. Interesting way to look at it. Shows how much the ratio has deviated from the average. 10sma/126sma.
Versionsinformation:
Removed old pairs to get working again per request