What we study: the order-book wall and volatility

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What we study: the order-book wall and volatilityBitcoin / TetherUSBINANCE:BTCUSDTAndrey_tradingviewA recurring pattern from our research log. When the wall of resting orders thins out, the market tends to become more volatile shortly after. When the wall is thick, things tend to stay calm. Thin wall, storm — thick wall, calm. We describe the mechanic; we don't guess direction. This is what we study, and we test it openly. Research, not financial advice.