⑦ How long imbalance lasts before it evens out (Volumes 7/18)
⑦ How long imbalance lasts before it evens out (Volumes 7/18)Post #8 · Topic #1 · Volumes
Volume has real memory, and it grows with scale. Lag-1 autocorrelation of buy-flow on BTC rises from 0.23 (1s) to 0.36 (5s), 0.51 (1 min) and 0.57 (5 min). Busy seconds cluster into busy minutes — activity is self-reinforcing. This persistence is precisely what makes the size signal, volatility, forecastable at all.
Volumes · Part 8/18. Research, not financial advice.
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