Bitcoin price power spectra – MtGox vs Bitstamp vs BTCE in frequency space

Extracting periodicity from cryptocurrency price data II

This is for the last three months, with the data representing hourly price updates.  That is, each came from a vector of 2152 hourly price updates.

Gox is blue.  I have some thoughts on interpretation, but I’ll hold off for the moment.  If you’d like source, let me know.  A previous post was slightly instructive as to these spectra.

powers

Donations: 13xdMqkaVKkHKT3ZZx5ikAvQUEkzqpDkDb

Here’s the github repo https://github.com/Altoidnerd/Spectra

ALTOIDNERD 2014

http://www.phys.ufl.edu/~majewski/

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Posted in Electronics and Engineering, Stuff
One comment on “Bitcoin price power spectra – MtGox vs Bitstamp vs BTCE in frequency space
  1. […] is some pretty obvious linear impulse response there. Usually, the greater resolution you use, the more frequencies you see. The prices of real currency pairs are often fractal like – as evidenced by the twitter […]

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