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); time-irreversible (sharp rises, slow decay). The atlas finds no named structure, but the source is distinctively extreme on Fisher Information:geodesic_velocity (+2.3z) — beyond what the standard bank predicts for it.

What standard analysis sees
tail heaviness0.93
asymmetry0.16
occupancy0.27
short-range corr0.20
long-range memory0.41
spectral colour0.83
periodicity0.08
complexity0.86
time-irreversibility0.90
volatility clustering0.46
multifractality0.55
dimensionality0.58
nonstationarity0.81
What the atlas adds
Atlas-extreme metrics the standard bank can’t predict for this source
Fisher Information:geodesic_velocity+2.4zbank-miss 1.1σ

Composition

dtypefloat64
range[-0.05046, 0.05576]
unique values16328 / 16384
mean ± std7.91e-05 ± 0.00529

Render Gallery

Atlas Position

Nearest neighborDistance
Student-t Noise2.58cross-origin
MFPT Inner Unloaded2.86cross-origin
Nikkei Returns2.93

Open in Atlas →

Which Geometries Light Up

CayleyCayley:growth_exponentrank 2/3072.0778
CayleyCayley:spectral_gaprank 2/3070.0360
CayleyCayley:saturation_radiusrank 305/3070.0080
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