---
title: High Frequency Analysis of Bitcoin Volume-Volatility
url: https://www.ml-quant.com/papers/ssrn/4615028/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4615028
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4615028
featured: 2023-11-02
citations: unknown
topic: Crypto & DeFi
---


# High Frequency Analysis of Bitcoin Volume-Volatility

Research shows that unexpected trading volume is the key factor in spot volatility in Bitcoin futures and spot markets, while Bitcoin futures volumes have a calming effect on systemic volatility.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4615028
- Identifier: SSRN 4615028
- Released: 2023-10-27
- First featured: Quant Letter No. 24 (2023-11-02): https://www.ml-quant.com/issues/2023-11-02/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Crypto & DeFi

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