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12 days ago
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Test whale transfers and labelled exchange flows against BTC volatility
- whale_event_study.py: every >= 1,000 BTC transaction since Feb 2022 (BigQuery crypto_bitcoin, 268,446 rows) against 5-minute BTC bars, by largest-recipient tier, with a vectorised event study and an hourly lead-lag test that removes the hour-of-week pattern first. - exchange_flow_study.py: the same tests on transactions touching 22 publicly labelled exchange wallets, split into inflow, outflow and internal moves. Inflows follow volatility (t = 7.5) far more than they lead it (t = 2.3, +0.02 pp R2). - Colab cells that pull both datasets from BigQuery, and the checked exchange address list. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>b55a7c2