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bigurb
26 nov 2018 04:55

Bitfinex Total Longs/Shorts All Coins Aggregate [bigurb] 

Bitcoin / United States DollarCoinbase

Beskrivning

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.

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
Kommentarer
kasiopea
Hello, script does not work (study error). Can u fix it? I can't send u private message
Mer