2020-03-14 WIP: Order book reconstruction from quotes and trades streams
2020-03-11 An empirical evalutation of the Stochastic Model for Order Book Dynamics
2020-02-07 Does Tatneft spike?
2020-02-04 How to locate the largest price spikes
2019-09-22 An analysis of the correlations between LTCUSD price movements at Bitstamp and Bitfinex