ETH/BTC Ratio

financial · 37 views
financialstochastic

What It Is

Ethereum-to-Bitcoin price ratio --- cross-asset relative strength with regime shifts

Interpretation

Standard analysis sees: left-skewed; smooth / autocorrelated; long-range memory (persistent); time-irreversible (sharp rises, slow decay); volatility-clustering (bursty); low-dimensional; nonstationary / drifting. The atlas additionally detects Nonstationarity:adf_pvalue. It sits beside Levy Flight in the atlas (standard-bank rank 39) — a neighbor conventional features miss.

What standard analysis sees
tail heaviness0.40
asymmetry0.08
occupancy0.72
short-range corr0.94
long-range memory0.93
spectral colour0.28
periodicity0.78
complexity0.72
time-irreversibility0.95
volatility clustering0.93
multifractality0.63
dimensionality0.11
nonstationarity0.86
What the atlas adds
Nonstationarity:adf_pvalue+2.7z
unit-root nonstationarity (ADF cannot reject random-walk null)

Composition

dtypefloat64
range[0.01787, 0.06445]
unique values16377 / 16384
mean ± std0.0435 ± 0.0131

Render Gallery

Atlas Position

Nearest neighborDistance
Regime Switching2.39cross-origin
Brownian Walk2.88cross-origin
Levy Flight2.98cross-origin

Open in Atlas →

Which Geometries Light Up

Catch24 › Catch24:CO_f1ecacrank 2/3062380.4553
in random-matrix-quantum
alphabetical
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