Sacha GhebaliinKaikoBitstamp’s New Matching Engine: How Implementing Nasdaq Technology Has Improved Trading Frequency…How to identify the upgrade timing and quantify its impact on trading activity from the market data.Sep 10, 2020Sep 10, 2020
Sacha GhebaliinKaikoVolatility and Correlation: Bitcoin vs Gold, Fiat, and Equity MarketsAn analysis of the evolution of historical volatility and cross-asset correlations in 2020May 22, 2020May 22, 2020
Sacha GhebaliinKaikoBitcoin Historical Volatility — Why the Calculation Method MattersBy Sacha Ghebali and Olivier MammetMay 8, 2020May 8, 2020
Sacha GhebaliinKaikoCrypto ‘Black Thursday’ Under the MicroscopeA closer look at what happened to the market microstructure on Black ThursdayApr 9, 2020Apr 9, 2020