Why Bitcoin Has 5-Sigma Days Far More Often Than Theory Says
Under a normal curve a 5-sigma day comes about once in 4,800 years. In seven years of Binance BTCUSDT data it came 3 times. Fat tails and clustering.
#volatility-clustering
1 articles
1 articles
Under a normal curve a 5-sigma day comes about once in 4,800 years. In seven years of Binance BTCUSDT data it came 3 times. Fat tails and clustering.