Probability Density Curves for BitAsset feed, bid and ask vs. market price

[vikram]

Any recent work on this or similar projects?

[arhag]

@wasthatawolf, do you have any idea why the bid price for BitUSD is reported higher than the ask price over the period of time roughly spanning Jan 22 to Jan 26? That is something that I thought would be impossible. It is resulting in a negative spread!

Edit: Also, the last time the price data was updated was Feb 01 2015 01:45:03 GMT.

Doesn't look like the bitsharesblocks API from @svk is working... http://www.bitsharesblocks.com:2086/api/feedstats

My guess is there was an issue with the data from that API for those 4 days in January.

Try this new URL: http://api.bitsharesblocks.com/v1/feedstats/USD?callback=angular.callbacks._1

[wasthatawolf]

@wasthatawolf, do you have any idea why the bid price for BitUSD is reported higher than the ask price over the period of time roughly spanning Jan 22 to Jan 26? That is something that I thought would be impossible. It is resulting in a negative spread!

Edit: Also, the last time the price data was updated was Feb 01 2015 01:45:03 GMT.

Doesn't look like the bitsharesblocks API from @svk is working... http://www.bitsharesblocks.com:2086/api/feedstats

My guess is there was an issue with the data from that API for those 4 days in January.

[arhag]

@wasthatawolf, do you have any idea why the bid price for BitUSD is reported higher than the ask price over the period of time roughly spanning Jan 22 to Jan 26? That is something that I thought would be impossible. It is resulting in a negative spread!

Edit: Also, the last time the price data was updated was Feb 01 2015 01:45:03 GMT.

[arhag]

Try this:  http://delegate.ninja/assets/functions/alldata_callback.php?t=bitusd

Thanks. It is working well: http://jsfiddle.net/wb45otcd/5/.

I made some very minor modifications to your code and I'm hosting it here:  http://delegate.ninja/assets/stats.html

Great

[cass]

  awesome

[xeroc]

.. awesome work

[wasthatawolf]

Try this:  http://delegate.ninja/assets/functions/alldata_callback.php?t=bitusd

Thanks. It is working well: http://jsfiddle.net/wb45otcd/5/.

I made some very minor modifications to your code and I'm hosting it here:  http://delegate.ninja/assets/stats.html

[vikram]

  This is awesome. Keep up the good work guys.

[arhag]

Try this:  http://delegate.ninja/assets/functions/alldata_callback.php?t=bitusd

Thanks. It is working well: http://jsfiddle.net/wb45otcd/5/.

[wasthatawolf]

@arhag

Full data set in JSON

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

Nice. Could you also enable callbacks so that people could use JSONP directly from a static page rather than needing a proxy?

Try this:  http://delegate.ninja/assets/functions/alldata_callback.php?t=bitusd

I used the example here:  https://gist.github.com/mathiasbynens/5547352

[arhag]

However, between bid and feed price, there is a significant difference (2.895) at 1% level. This implies we need improvements for bitUSD sellers.

I wonder how much this has to do with grandfathered shorts who aren't forced to cover in 30 days. Anyone know what fraction of the BitUSD supply is owed by grandfathered short positions?

I would also love to see statistics on the grandfathered short positions such as:

• Fraction of grandfathered short positions (weighted by BitUSD debt owed) that would be margin called as a function of BTS price.
• Fraction of grandfathered short positions (weighted by BitUSD debt owed) that would gain a {0%, 1%, 5%, 10%} profit by covering their short as a function of BTS price.
• Historical data on grandfathered short positions (existing right after the 30 day market change, denoted the "original grandfathered set") that have already covered since then, including: the distribution of the profit/loss percentages that they covered at; fraction of grandfathered short positions remaining (weighted by BitUSD debt owed) relative to the "original grandfathered set" plotted over time along with the price of BTS.

[clayop]

Here is paired t test results

Code: [Select]


> t.test(data$feed, data$bid, paired=TRUE)

        Paired t-test

data:  data$feed and data$bid
t = 39.863, df = 588, p-value < 2.2e-16
alternative hypothesis: true difference in means is not equal to 0
95 percent confidence interval:
 2.752576 3.037864
sample estimates:
mean of the differences
                2.89522

> t.test(data$feed, data$ask, paired=TRUE)

        Paired t-test

data:  data$feed and data$ask
t = 1.6808, df = 588, p-value = 0.09333
alternative hypothesis: true difference in means is not equal to 0
95 percent confidence interval:
 -0.03797046  0.48868061
sample estimates:
mean of the differences
              0.2253551


According to the results, feed price and ask price shows no statistical difference, that is pegging greatly works for bitUSD buyers.
However, between bid and feed price, there is a significant difference (2.895) at 1% level. This implies we need improvements for bitUSD sellers.

[arhag]

@arhag

Full data set in JSON

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

Nice. Could you also enable callbacks so that people could use JSONP directly from a static page rather than needing a proxy?

[wasthatawolf]

@arhag

Full data set in JSON

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