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. 2015 Oct 8;10(10):e0139356. doi: 10.1371/journal.pone.0139356

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© 2015 Donier, Bouchaud

This is an open-access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are properly credited.

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Fig 2 — Top: Aggressive imbalance in order flow ∑_i ϵ _i v _i (where ϵ _i = ±1 is the sign of the transaction, and v _i its volume in Bitcoins), aggregated over periods of 4 hours between January 2013 and August 2013, expressed in Bitcoins. April 10, 2013 (for which the realised imbalance is represented as a dashed horizontal line) does not appear as an outlier. Bottom: aggressive imbalance in order flow ∑_i ϵ _i v _i p _i, aggregated over periods of 4 hours between January 2013 and August 2013 and expressed in USD. April 10, 2013 now clearly appears as an outlier.