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Bitcoin ETF research finds that 95% of Bitcoin volume is fake

586 pointsby mlernerabout 6 years ago

29 comments

gruezabout 6 years ago
&gt;CoinBene is reported to be the largest bitcoin exchange in the world<p>I literally never heard of this exchange before today. If some random exchange popped up and overtakes all of long time &quot;legitimate&quot; incumbents (eg. coinbase, bitstamp, kraken) <i>combined</i>, I&#x27;d be suspicious of that too. The same applies for most of the other exchanges near the top of the list on slide 22. In reality, I don&#x27;t think seasoned traders are affected by this, only newcomers and the occasional journalist.
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floatingatollabout 6 years ago
This presentation was given with regards to a proposed &quot;Bitwise Bitcoin ETF Trust&quot; that the SEC is considering for approval.<p>Direct link to ETF research PDF linked from the thread:<p><a href="https:&#x2F;&#x2F;www.sec.gov&#x2F;comments&#x2F;sr-nysearca-2019-01&#x2F;srnysearca201901-5164833-183434.pdf" rel="nofollow">https:&#x2F;&#x2F;www.sec.gov&#x2F;comments&#x2F;sr-nysearca-2019-01&#x2F;srnysearca2...</a><p>Interesting things to see in the hundreds of pages:<p>page 24: What Do Real Exchanges Look Like?<p>page 43: Trade Size Histograms For Suspect Exchanges<p>page 57: Applying All Three Analyses: BitForex<p>page 111: We Have Reached The Point Of Diminishing Returns For Improvements In Efficiency
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Obi_Juan_Kenobiabout 6 years ago
You can go to any crypto-trading forum (i.e. &#x2F;r&#x2F;bitcoinmarkets) circa 2012 and find that this was common knowledge. Everyone knew&#x2F;knows that &#x27;Chinese&#x27; volume was mostly fake because the exchanges made it easy to do so with low fees. Whether the exchange simply let this happen or actually deliberately created the fake volume was immaterial.<p>UTXOs remain the best way to track overall market use and movement. Through this, you can plainly see that the last year of market activity has been thin, just traders competing with each other. With one notable exception in Nov&#x2F;Dec of 2018 causing the big dump. This was one of the most singular events in Bitcoin history, with old coins fueling a major drop in price.
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modelessabout 6 years ago
This is by far the best analysis of the Bitcoin market I have ever seen. Super interesting. As the Twitter thread mentions, this could actually be good news in the eyes of regulators as it means the Bitcoin price is likely controlled almost entirely by legitimate trading on legal and regulated exchanges rather than the fly-by-night places that are faking their volume.
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seibeljabout 6 years ago
One villain here is CoinMarketCap, which obviously knows most of its listed exchanges are fake yet continue to show their reported volumes. I believe they are paid by fraudulent exchanges to do this. CMC&#x27;s product is solid but its values are corrupt.
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dnprockabout 6 years ago
Faking volume is an issue with exchanges, not Bitcoin. Exchanges are in the business of trading. They have incentives to transact Bitcoin. Bull market produces more volume. Bear market has less volume. I take this as most Bitcoin people now are HODLers. They actually see it as a Store of Value.<p>With this research, the Bitcoin ETF group is telling SEC: Our ETF will better than other exchanges. Please approve.
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meyabout 6 years ago
I find the title a little misleading, &quot;95% of Bitcoin exchange volume is fake.&quot; to differentiate from transactions performed inside the network.
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benj111about 6 years ago
&quot;When you remove fake volume, the real BTC volume is quite healthy given its mkt cap. Gold’s market cap is ~$7T with a spot volume of ~$37B implying a 0.53% daily turnover. Bitcoin’s $70B market cap would imply a 0.39% daily turnover, very much in-line with that of gold&quot;<p>So people are using it as a store of value, rather than a medium of exchange? This would count against it being used just to buy drugs etc wouldn&#x27;t it?
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Macross8299about 6 years ago
Some of the shady bitcoin exchanges and Bitcoin derivatives product offerings really do remind me of bucket shops that were popular in the early 20th century (<a href="https:&#x2F;&#x2F;en.wikipedia.org&#x2F;wiki&#x2F;Bucket_shop_(stock_market)" rel="nofollow">https:&#x2F;&#x2F;en.wikipedia.org&#x2F;wiki&#x2F;Bucket_shop_(stock_market)</a>)<p>One difference is that the obvious remedy that was applied to bucket shops at the time (regulation) doesn&#x27;t seem to be as effective this time around due to the international nature of Bitcoin markets.
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andrewlaabout 6 years ago
Already posted as <a href="https:&#x2F;&#x2F;news.ycombinator.com&#x2F;item?id=19462894" rel="nofollow">https:&#x2F;&#x2F;news.ycombinator.com&#x2F;item?id=19462894</a> (EDIT: although this link is from the horse&#x27;s mouth rather than the WSJ)
SlowRobotAheadabout 6 years ago
I have a couple questions!<p>Please correct me if I’m wrong, but it appears 9 of the largest exchanges are regulated under New York laws.<p>1. Is there a scenario where to US could now immediately stop almost the entire bitcoin exchange process?<p>2. If that’s the case, isn’t that entirely against the point of a “decentralized” currency - in that it’s not worth much if you can’t effectively trade it.<p>3. If 95% of volume is being faked, which according to the histograms is likely, what other discoveries about Bitcoin could be waiting to be revealed?
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NoblePubliusabout 6 years ago
It’s telling to me that they speak of bitcoin only in reference to value stores like gold and not in reference to utilities like p2p payments. Clearly no one is using bitcoin to spend, and very few people are using it as savings (at negative interest!).
sbarreabout 6 years ago
So what is the takeaway here? Is this ETF fund trying to make their plan&#x2F;offering more favourable or attractive by calling out this &quot;fake&quot; volume?
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tim333about 6 years ago
As an occasional crypto trader I&#x27;ve noticed a lot of fake volume. On the coin I follow <a href="https:&#x2F;&#x2F;coinmarketcap.com&#x2F;currencies&#x2F;dragonchain&#x2F;#markets" rel="nofollow">https:&#x2F;&#x2F;coinmarketcap.com&#x2F;currencies&#x2F;dragonchain&#x2F;#markets</a> most of the volume is fake - most of the real trading is on Kucoin and the stuff on Fatbtc and COSS mostly fake. They do it because they want to be seen as the successful exchange so people use them. It&#x27;s soon apparent if you actually try trading that it doesn&#x27;t work as advertised and then you often have to pay a steep charge to get your money back or sometimes have problems getting it back at all.
chxabout 6 years ago
What I do not understand: what is fake? The graphs these exchanges report? What does it matter? I do not quite get it.
haolezabout 6 years ago
Fake exchanges will probably use this report to improve their wash trading algorithms and make them look more legit.
mistrial9about 6 years ago
a security researcher recently claimed that it was massively, overwhelmingly, not-even-close, prices driven by monetary exchange policy within the PRC (china), that caused the jump in BitCoin price.. because bitcoin was used to move money out of the PRC.. but, things changed..
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jonplackettabout 6 years ago
Anyone feeling like explaining why this is important to a cryptodummy?
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toomuchtodoabout 6 years ago
<a href="https:&#x2F;&#x2F;threadreaderapp.com&#x2F;thread&#x2F;1109114656944209921.html" rel="nofollow">https:&#x2F;&#x2F;threadreaderapp.com&#x2F;thread&#x2F;1109114656944209921.html</a>
IkmoIkmoabout 6 years ago
Duh... Any exchange can pretend it&#x27;s a large reputable player by showing fake volume, it has nothing to do with blockchains.<p>Further, any with a substantial amount of bitcoin, e.g. $1m, who might gain from their assets having a reputation as a means to transfer money, can create $1b in daily volume at the cost of $1 per year on the blockchain, fully automated.<p>The expectation that nobody on the planet will do this is obviously zero. So you naturally get fake volume. I&#x27;d be surprised if it wasn&#x27;t &gt;90%.
fadyabout 6 years ago
Binance standing strong. I&#x27;m glad to see what I already believed. The company leadership is solid, and, CZ, continues to build a robust, secure exchange. Removes coins that are crap, always keeps up to date with posts, maintenance updates, new listings, etc.. and hardly ever crashes under extreme loads. (remember 2017?).<p>CZ, keep up the great work!
Zamicolabout 6 years ago
This is well known&#x2F;suspected in the cryptocurrency circles.<p>The problem is correcting for bad volumes.
hombre_fatalabout 6 years ago
Kind of a dumb headline though. One exchange can post 1e1000 btc of volume.<p>It also doesn&#x27;t even mean the exchange is malicious. Some exchanges have 0 fees. So if someone using the exchange trades with themselves, it&#x27;s 0 cost.
anovikovabout 6 years ago
That sounds surprising. How would you fake trades if blockchain is by definition public? Can&#x27;t people see the amount of actual bitcoin going to and from exchange&#x27;s bitcoin addresses?
908087about 6 years ago
I doubt Bitfinex&#x27;s volume is real, either. Tether is their fractional-reserve-backed-by-loans-to-ourselves shitcoin.
fiatjafabout 6 years ago
The only volume that matters is the amount of BTC transferred everyday on-chain.
ineedasernameabout 6 years ago
Over 200 slides. Clearly a different culture of use at the SEC for powerpoint than in Silicon Valley. Is this common?
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superkuhabout 6 years ago
They&#x27;ve detected that 95% of the volume of their somewhat dubiously selected bitcoin speculation markets <i>doing trades off-chain</i> are fake.<p>This has nothing to do with Bitcoin blockchain or Bitcoin itself. It&#x27;s all about the speculation markets.
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orevabout 6 years ago
But is it really? It would seem to depend on what you define as “trading”. If I sell on an exchange, and someone on the same exchange buys, there’s no reason for them to actually force transactions through the network. It only needs to go through the network if the exchange doesn’t have enough on hand to complete the transaction. This kind of net trading is fairly common. Just because it didn’t go through the network doesn’t mean it didn’t happen.
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