Wow, this is great stuff.
I find it interesting that the mean of the feed price curve for both BitAssets is shifted to the right. I'm speculating this has to do with the asymmetry
in how quickly delegates update feed prices depending on whether it is going up vs going down. If cmc_bts value drops (which means the price of BTS relative to the BitAsset, such as BitUSD, goes up) the bts_feed value can lag a bit without any worry. While if cmc_bts value increases, the lag until the bts_feed value updates should be much shorter so that the correct price information can be quickly updated in the blockchain to properly handle margin calls when the price is falling quickly. Anyone see a mistake with this interpretation or perhaps a different explanation for the data?
Having the bid and ask curves peak to the left of the feed mean in the case of BitUSD also makes sense to me. People selling actual BitUSD to get back into BTS need to compete with the superbulls short sellling BitUSD at the price feed by offering better asks. But the bid and ask curves for BitBTC are pretty surprising, although it is consistent with the order book I usually see in the BTS/BitBTC market (barely anyone shorting, and the actual BitBTC holders only willing to sell for an overvalued price). Perhaps that market is just too small currently to make any meaningful interpretations from the data.
And finally, the variance difference between the various curve peaks is still so high for the BitUSD market. It shows how bad the liquidity is currently in even our most liquid BitAsset. Can't wait to see those curves squeeze sharper, the peaks get closer together, and the peaks all move closer to zero.