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Bitcoin 1-hour return distribution historical data provides crucial insights into the cryptocurrency\“s short-term price movements. This analysis examines the statistical patterns and volatility characteristics of Bitcoin returns over one-hour intervals across different market periods.
The historical distribution of Bitcoin\“s 1-hour returns reveals significant leptokurtosis, meaning the distribution has fatter tails and a higher peak than a normal distribution. This indicates that extreme price movements occur more frequently than traditional financial models would predict. The data shows frequent small returns with occasional large spikes in both positive and negative directions.
Historical analysis demonstrates that Bitcoin\“s 1-hour return distribution varies significantly across different market regimes. During bull markets, the distribution tends to skew positive with higher volatility, while bear markets show negative skewness and different tail behavior. The volatility clustering phenomenon is particularly evident in 1-hour returns, where periods of high volatility tend to cluster together.
Understanding Bitcoin\“s 1-hour return distribution is essential for risk management, trading strategy development, and portfolio optimization. The historical patterns help traders identify optimal entry and exit points, set appropriate stop-loss levels, and manage position sizing based on current market volatility conditions. |
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发表于 2025-10-30 03:14:27