BTC Volatility
financial · 37 views
financialstochastic
What It Is
Bitcoin realized volatility --- rolling 24h std of log-returns, exhibits long memory
Interpretation
Standard analysis sees: heavy-tailed; right-skewed; time-irreversible (sharp rises, slow decay); nonstationary / drifting. The atlas additionally detects Higher-Order Statistics:c3_energy.
What standard analysis sees
tail heaviness0.92
asymmetry0.93
occupancy0.38
short-range corr0.73
long-range memory0.77
spectral colour0.19
periodicity0.62
complexity0.65
time-irreversibility0.95
volatility clustering0.77
multifractality0.61
dimensionality0.44
nonstationarity0.88
What the atlas adds
Higher-Order Statistics:c3_energy+4.6z
third-cumulant burst energy (SOC irreducibility signature)
Atlas-extreme metrics the standard bank can’t predict for this source
Septagonal (Danzer):z_primary | +2.2z | bank-miss 1.0σ |
Composition
dtypefloat64
range[0.0004134, 0.02068]
unique values16384 / 16384
mean ± std0.00459 ± 0.00241
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_Volatility.png)
Heisenberg (Nil) (centered) > signed_log_z
_(centered)/xy_path/BTC_Volatility.png)
Heisenberg (Nil) (centered) > xy_path
Hodge–Laplacian > default
/barcode/BTC_Volatility.png)
Inflation (Substitution) > barcode
/d_curve/BTC_Volatility.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_Volatility.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_Volatility.png)
Ulam Spiral (Sacks) > default
/default/BTC_Volatility.png)
Ulam Spiral (Square) > default
Visibility Graph > default
Wavelet Cascade > default
Atlas Position
| Nearest neighbor | Distance | |
|---|---|---|
| Solar Wind IMF | 3.55 | cross-origin |
| Wave Height (Buoy) | 3.72 | cross-origin |
| Wind Speed | 3.72 | cross-origin |
Which Geometries Light Up
Hölder Regularity › Hölder Regularity:holder_mean | rank 3/307 | 1.0224 |
Symplectic › Symplectic:phase_reflection_symmetry | rank 4/307 | 0.9983 |
← / → within domain · ⇧← / ⇧→ alphabetical · ⇧← / ⇧→ inside an open render = same view across sources