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Offline wasthatawolf

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BitBTC and BitUSD ask vs market price statistics
« on: December 16, 2014, 03:22:31 PM »

In addition to the feed statistics I've collected here...

https://bitsharestalk.org/index.php?topic=11523

...I've also started recording the variance between asks from the Bitshares asset market (BitBTC and BitUSD) and the market price (from Coinmarketcap).

The charts below show the 95% confidence interval (±2σ) and 99.6% (±3σ) confidence interval of ask price to market price using data from 12/5 to 12/15.




All the data can be found here:  https://docs.google.com/spreadsheets/d/170QMcBj35e84h3TMogo61fFIeeCpZ7T57TS9fDvRP1k/edit?usp=sharing

Offline toast

Re: BitBTC and BitUSD ask vs market price statistics
« Reply #1 on: December 16, 2014, 03:33:57 PM »
This is good! Someone will use this to show how terrible the peg is, but really I think it means MM bots are still easy money
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Offline Ander

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Re: BitBTC and BitUSD ask vs market price statistics
« Reply #2 on: December 16, 2014, 08:28:20 PM »
During the Dec 11 BTS rally to .115 CNY, coinmarketcap didnt update the BTS price for many hours.  I'm not sure if that affects the results at all, but if there were wide discrepancies during that time, it might explain it.
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Offline wasthatawolf

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Re: BitBTC and BitUSD ask vs market price statistics
« Reply #3 on: December 16, 2014, 09:00:19 PM »
During the Dec 11 BTS rally to .115 CNY, coinmarketcap didnt update the BTS price for many hours.  I'm not sure if that affects the results at all, but if there were wide discrepancies during that time, it might explain it.

Here are the confidence intervals with Dec 11th removed...  doesn't shift the results too much...


Offline wasthatawolf

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Re: BitBTC and BitUSD ask vs market price statistics
« Reply #4 on: December 17, 2014, 05:22:33 PM »
For easier access for myself and anyone else interested in this data, I've started collecting it every 15 minutes in an SQL database and created a simple UI to view it...

http://delegate.ninja/assets/functions/?t=bitbtc

http://delegate.ninja/assets/functions/?t=bitusd

 

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