How to Estimate a Bid-Ask Spread From Candles Alone
No order-book history? A study of BTC and ETH tested which candle formula tracks real liquidity: Corwin–Schultz for timing, Amihud for levels.
#bid-ask-spread
1 articles
1 articles
No order-book history? A study of BTC and ETH tested which candle formula tracks real liquidity: Corwin–Schultz for timing, Amihud for levels.