Weighted derivatives premium BTC

Bitcoin / DollarBitfinex

תיאור

⋅ 10 ינו׳ 2021 15:11

Can be extended with more derivative or spot pairs, see the comments in the code for instructions. Most importantly, the pairs need to be added to the respective arrays in the same order, so that the weights are applied to the correct pairs.

הערות שחרור

⋅ 11 ינו׳ 2021 01:05

fix na

הערות שחרור

⋅ 11 ינו׳ 2021 14:14

small fix

הערות שחרור

⋅ 12 ינו׳ 2021 22:53

smoothing added

עוד