Weighted derivatives premium BTC

Bitcoin / DollarBitfinex

描述

⋅ Jan 10, 2021 3:11 PM

Can be extended with more derivative or spot pairs, see the comments in the code for instructions. Most importantly, the pairs need to be added to the respective arrays in the same order, so that the weights are applied to the correct pairs.

版本注释

⋅ Jan 11, 2021 1:05 AM

fix na

版本注释

⋅ Jan 11, 2021 2:14 PM

small fix

版本注释

⋅ Jan 12, 2021 10:53 PM

smoothing added