# Last edited on 2015-02-23 22:03:07 by stolfilocal

ANALYZING PAIRS OF INCREMENTS

  # Making a joint histogram of pairs of increments in log scale:
  
    datadir="../00-DATA/series/fix"
    
    for dmff in \
        0.0700:2013-11-28--2013-12-19-MGOX-USD-01h \
        0.0700:2013-11-28--2013-12-19-BRWN-USD-01h \
        0.0700:2013-11-28--2013-12-19-BTCC-CNY-01h \
        \
        0.0240:2014-01-05--2014-01-13-BSTP-USD-01h \
        0.0240:2014-01-05--2014-01-13-MGOX-USD-01h \
        0.0240:2014-01-05--2014-01-13-BTCC-CNY-01h \
        \
        0.0500:2013-12-16--2013-12-20-BSTP-USD-15m \
        0.0500:2013-12-16--2013-12-20-MGOX-USD-15m \
        0.0500:2013-12-16--2013-12-20-BTCC-CNY-15m \
        \
        0.0200:2013-12-17-BSTP-USD-01m \
        0.0200:2013-12-17-MGOX-USD-01m \
        0.0200:2013-12-17-BTCC-CNY-01m \
      ; do 
        dmax="${dmff%%:*}"
        fname="${dmff##*:}"
        echo "=== ${fname} ==="
        compute_increment_pair_histogram.gawk \
            -v dmax="${dmax}" \
            -v nh=16 \
          < ${datadir}/${fname}.txt \
          > ${fname}_phist.txt
        show_increment_pair_histogram.sh \
          ${fname}_phist.txt
    done

PLOTTING AVERAGE PRICE CHANGES

  # Plotting the average relative change per year since various times in the past.
  
  # Plot using hourly data (not working any more):
 
  # for ex in BSTP BTCE BTCC MGOX ; do 
  for ex in BSTP ; do 
    analyze_past_price_change_rates.sh 0 \
        "${ex} - Mean BTC/USD yearly appreciation factor to 2014-03-31 23:00" \
        "(1.0/(365.25*24))" "2014-03-31" "23:00:00" 457.34 300.00 600.00 \
        2013-09-01--2014-03-31-${ex}-USD-01h
  done

  # Plot using daily data:
 
    for ex in BSTP ; do 
      analyze_past_price_change_rates.sh 0 \
          "${ex} - Mean BTC/USD yearly appreciation factor to 2014-04-01" \
          "(1.0/365.25)" "2014-04-01" "00:00:00" 480.00 300.00 600.00 \
          2011-12-24--2014-04-01-${ex}-USD-01d
    done
 
    for ex in BSTP ; do 
      analyze_past_price_change_rates.sh 1 \
          "${ex} - Mean BTC/USD yearly appreciation factor with best sale to 2014-04-01" \
          "(1.0/365.25)" "2014-04-01" "00:00:00" 480.00 300.00 600.00 \
          2011-12-24--2014-04-01-${ex}-USD-01d
    done

TRYING LINEAR MODELING

  # See "brownian/Notebook.txt" for the generation of fake "BRWN" data.

  # Trying fitting a linear model to the closing prices with different time intervals.
  
    fit_formula.sh 1 2014-01-05--2014-01-13-BRWN-USD-01h
    fit_formula.sh 1 2014-01-05--2014-01-13-BSTP-USD-01h

    fit_formula.sh 2 2014-01-05--2014-01-13-BRWN-USD-01h
    fit_formula.sh 2 2014-01-05--2014-01-13-BSTP-USD-01h
  
    fit_formula.sh 3 2014-01-05--2014-01-13-BSTP-USD-01h

    fit_formula.sh 1 2013-11-28--2014-12-19-BRWN-USD-01h
    fit_formula.sh 1 2013-11-28--2014-12-19-MGOX-USD-01h
    fit_formula.sh 2 2013-11-28--2014-12-19-MGOX-USD-01h
    fit_formula.sh 3 2013-11-28--2014-12-19-MGOX-USD-01h
    
    fit_formula.sh 1 2013-12-20--2014-01-17-MGOX-USD-01h
    fit_formula.sh 2 2013-12-20--2014-01-17-MGOX-USD-01h

    fit_formula.sh 1 2013-11-01--2014-01-17-MGOX-USD-01h
    fit_formula.sh 2 2013-11-01--2014-01-17-MGOX-USD-01h

    fit_formula.sh 1 2013-11-01--2014-01-17-BSTP-USD-01h
    fit_formula.sh 2 2013-11-01--2014-01-17-BSTP-USD-01h

    fit_formula.sh 1 2013-09-01--2014-01-17-BSTP-USD-01h
    fit_formula.sh 2 2013-09-01--2014-01-17-BSTP-USD-01h