The Tether Effect

I am not a statistician. Interpret at your own discretion.

I have compiled a list of all Tether grants. For each grant, I've collected the minute-by-minute price data to generate a chart of what happens in the 6 hours before and the 6 hours after.

The Tether Report is a much better, more scientific version of this. But for the statistically disinclined, but it's also a little hard to digest. This is an attempt to make the data easier to digest for "the rest of us".

Reproduction Instructions

Prerequisites

Install Ruby

Download Coinbase Data

Historical CoinBase/GDAX ticker data can be found here: http://api.bitcoincharts.com/v1/csv/

Download the Coinbase USD ticker data.
Un-gzip it: gunzip /path/to/coinbaseUSD.csv/gz
Move it into this repository's ./data directory.

Transform the Coinbase Ticker Data

The code needs minute-by-minute data. But not every minute in the GDAX data has a corresponding price.

Run ./minute-by-minute.rb to generate data/coinbaseUSD-mm.json

Genereate Tether-Effect.json

Run ./compare.rb

Note that your randomly generated dates will be different from the ones published.

This generates a file: Tether-Effect.json.

It generates two objects: "grants", "random". The values in "grants" are associated with Tether grants. The values in "random" are associated with randomly selected times.

Each object is a list of data points. Each data point is an array with this structure:

0 => timestamp_of_grant,
1 => average_price_in_the_six_hours_before_grant,
2 => average_price_in_the_six_hours_after_grant,
3 => price_six_hours_before_grant,
4 => price_at_time_of_grant,
5 => price_six_hours_after_grant,
6 => price_high_in_the_six_hours_after_grant,
7 => average_slope_before_grant,
8 => average_slope_after_grant
9 => list_of_all_prices_from_six_hours_before_to_six_hours_after_grant

Feel free to change the code to get your signals.

Make a pretty table

Run ./tableize.rb

This will generate Tether-Effect.tsv. You can feed that data to: https://ozh.github.io/ascii-tables/ , to convert it into a pretty table.

License

This code is free--as in BSD. Hack your heart out, hackers.

BTC: 19QK13CPNwNuzVcLgHxjqRWzGtAWv7SWwr

cuzzo/the-tether-effect