BTC Returns
financial · 37 views
financialstochastic
What It Is
Bitcoin hourly log-returns --- heavy tails (kurtosis ~18), volatility clustering, and leverage effects. The canonical non-Gaussian financial time series
Interpretation
Standard analysis sees: heavy-tailed; aperiodic / broadband; high-complexity (noise-like). The atlas finds no named structure, but the source is distinctively extreme on Fractal (Mandelbrot):interior_fraction (+2.4z) — beyond what the standard bank predicts for it.
What standard analysis sees
tail heaviness0.90
asymmetry0.19
occupancy0.33
short-range corr0.20
long-range memory0.44
spectral colour0.84
periodicity0.03
complexity0.87
time-irreversibility0.83
volatility clustering0.48
multifractality0.60
dimensionality0.57
nonstationarity0.72
What the atlas adds
Atlas-extreme metrics the standard bank can’t predict for this source
Fractal (Mandelbrot):interior_fraction | +2.4z | bank-miss 1.4σ |
Fisher Information:geodesic_velocity | +2.2z | bank-miss 1.6σ |
Level Statistics:wd_classification | -2.1z | bank-miss 1.1σ |
Composition
dtypefloat64
range[-0.05046, 0.05576]
unique values16328 / 16384
mean ± std7.91e-05 ± 0.00529
Render Gallery
Native > phase_plotraw
Native > timeseriesraw
Native > triple_latticeraw
Boltzmann > lag_map
Boltzmann > spin_grid
Cayley > default
Chladni > free_plate_nodal
Chladni > plate_bottom
Chladni > plate_top
_(centered)/signed_log_z/BTC_Returns.png)
Heisenberg (Nil) (centered) > signed_log_z
_(centered)/xy_path/BTC_Returns.png)
Heisenberg (Nil) (centered) > xy_path
Hodge–Laplacian > default
/barcode/BTC_Returns.png)
Inflation (Substitution) > barcode
/d_curve/BTC_Returns.png)
Inflation (Substitution) > d_curve
Information Theory > default
Julia Set > escape_histogram
Klein Bottle > default
Laplacian > default
Logarithmic Spiral > default
Möbius-S³ > mobius_cylinder
Möbius-S³ > s2_base_map
Ordinal Partition > default
/phi_spectrum/BTC_Returns.png)
Penrose (Quasicrystal) > phi_spectrum
Persistent Homology > barcode
Persistent Homology > h1_diagram
Predictability > default
Recurrence Quantification > default
Spectral Analysis > default
Spectral Graph > default
Spirograph > mode_spectrum
Spirograph > phasor_trajectory
Symplectic > flux_grid
Symplectic > phase_space
/default/BTC_Returns.png)
Ulam Spiral (Sacks) > default
/default/BTC_Returns.png)
Ulam Spiral (Square) > default
Visibility Graph > default
Wavelet Cascade > default
Atlas Position
| Nearest neighbor | Distance | |
|---|---|---|
| Student-t Noise | 2.57 | cross-origin |
| MFPT Inner Unloaded | 2.86 | cross-origin |
| Nikkei Returns | 2.93 |
Which Geometries Light Up
Cayley › Cayley:growth_exponent | rank 1/306 | 2.0778 |
Cayley › Cayley:spectral_gap | rank 1/306 | 0.0360 |
Cayley › Cayley:saturation_radius | rank 305/306 | 0.0080 |
Fractal (Mandelbrot) › Fractal (Mandelbrot):interior_fraction | rank 5/306 | 0.9781 |
← / → within domain · ⇧← / ⇧→ alphabetical · ⇧← / ⇧→ inside an open render = same view across sources