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This study examines the microstructure behavior of the BTC USDT market between 2025-11-27 and 2025-12-10, using 18,662 one-minute observations. The goal is to understand whether short-horizon order flow matters, whether prices revert toward VWAP, whether specific minutes of the day reliably outperform others, and whether the market transitions between identifiable trading regimes.
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This study aims to explore the innate nature of the rise of COVID-19 cases, and news coverage, in regard to context and sentiment, along with the financial metrics of the stock market ETFs that can represent a cluster of stocks within a given industry at any given time. This study uses Multivariate Time Series Analysis…
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Financial markets are doubtlessly one of the most complex structures in the known free market economy. Stock prices are impacted by an inherently complex mix of micro and macro-economic factors, henceforth the prediction of stock price movement has been a constant area of research in the industry. Hedge fund and mutual fund managers have to…