3 ms·
There doesn't seem to be enough frequency in crypto trading for meaningful info at millisecond resolution.
by varjag 8y ago
There doesn't seem to be enough frequency in crypto trading for meaningful info at millisecond resolution.
- sgwae 8y agominutes or seconds would be more useful than one hour intervals.
- anjc 8y agoThis is assuming no trading fees and highly liquid exchanges with low spreads, otherwise the profit from these micro-movements could be eaten up. I see no problem with automatic trading over periods of hours if you're getting >60% accuracy.
- nanis 8y ago> no problem with automatic trading over periods of hours if you're getting >60% accuracy. They a look at the sampling distribution of your projected P/L assuming each trade is an independent Bernoulli trial with success probability 60%.