Liquidity Transmission Analytics

Global Liquidity → Bitcoin: ARIMAX(2,0,0) · 11-Week Transmission Delay

Transmission Scatterplot

GL Change (Lag 11) vs BTC Return

Liquidity Sensitivity

Rolling Multiplier (Reference Baseline: 0.0404)

ARIMAX Historical Fit

Actual Return vs Liquidity Model Prediction

Liquidity Regimes

BTC Return Distribution by Central Bank Injection State

This panel still runs on an older liquidity model. Our new weekly model updates faster and is used elsewhere on the terminal. The two move together very closely, so the long term trends shown here are not expected to change and the findings still hold. We will move this panel to the new data soon.