Liquidity Diffusion

rule_based Timeframe: 15m Confidence: 80%
From Paper:
Liquidity Jump, Liquidity Diffusion, and Crypto Wash Trading

Qi Deng, Zhong-Guo Zhou

October 28, 2024
Strategy Description:

Similar to the Liquidity Jump strategy, this approach involves monitoring the volatility of liquidity fluctuations in crypto assets. By tracking this metric, traders can identify potential instances of wash trading and adjust their trading accordingly.

Parameters:

Volatility of liquidity fluctuations

No code implementation available for this strategy yet.
No backtest results available for this strategy yet.
Strategy Metadata
  • Extracted On 2025-05-12 10:00
  • Strategy ID 20
  • Assets Crypto assets
  • Code Generated