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update lake links
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Jan Škoda committed Oct 3, 2023
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# Analysis sharing

Sharing crypto-related quantitative analyses on our [historical market data](https://crypto-lake.com/#utm_source=github&utm_medium=organic&utm_campaign=analysis-sharing&utm_term=historical-market-data), which are distinctive by including also the [order book data](https://crypto-lake.com/order-book-data/#utm_source=github&utm_medium=organic&utm_campaign=analysis-sharing&utm_term=order-book-data). This repository is curated and reviewed by *Lefty*, an experienced quant and former *Head of Research* of an equity prop-trading company, who is currently on top of the *Hummingbot* [leaderboard](https://miner.hummingbot.io/leaderboard).
Sharing crypto-related quantitative analyses on our [historical market data](https://crypto-lake.com/?utm_source=github&utm_medium=organic&utm_campaign=analysis-sharing&utm_term=historical-market-data), which are distinctive by including also the [order book data](https://crypto-lake.com/order-book-data/?utm_source=github&utm_medium=organic&utm_campaign=analysis-sharing&utm_term=order-book-data). This repository is curated and reviewed by *Lefty*, an experienced quant and former *Head of Research* of an equity prop-trading company, who is currently on top of the *Hummingbot* [leaderboard](https://miner.hummingbot.io/leaderboard).

## 1. Hummingbot analysis

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## 2. Exploratory analysis

This notebook is looking on MM profitability, spread characteristics, order-book imbalance and a few autocorrelations on high-frequency order book data. There are some interesting results on extreme order-book imbalances and short-term returns autocorrelations.
This notebook is looking on MM profitability, spread characteristics, order-book imbalance and a few autocorrelations on [crypto order book data](https://crypto-lake.com/?utm_source=github&utm_medium=organic&utm_campaign=analysis-sharing&utm_term=crypto-order-book-data). There are some interesting results on extreme order-book imbalances and short-term returns autocorrelations.

[**-> Open first of the two notebooks in nbviewer**](https://nbviewer.org/github/crypto-lake/analysis-sharing/blob/main/exploratory_analysis/Crypto_Microstructure_BTC_USDT_Exploratory_Analysis.ipynb)

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