Bitcoin price power spectra – MtGox vs Bitstamp vs BTCE in frequency space

Extracting periodicity from cryptocurrency price data II

This is for the last three months, with the data representing hourly price updates.  That is, each came from a vector of 2152 hourly price updates.

Gox is blue.  I have some thoughts on interpretation, but I’ll hold off for the moment.  If you’d like source, let me know.  A previous post was slightly instructive as to these spectra.


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Here’s the github repo