Learn how to estimate Bitcoin's volatility using the Parkinson estimator in Python with Binance data. Includes theory, implementation, and comparisons to classic volatility measures.

Learn how to estimate and forecast Bitcoin volatility using GARCH models in Python with Binance data.

Learn how to estimate Bitcoin's realized volatility using the EWMA method in Python with Binance data.

Learn how to fetch Binance candlestick data and store it efficiently using HDF5 in Python. Discover the Binance API and how to keep your data process scalable.

Learn how Open Interest, Put/Call Ratio, and the Sizzle Index can enhance your understanding of market sentiment and stock trends

This post is the first of a serie about pair trading and market neutral strategies ...