What is a micro-price?

The micro-price is a martingale by construction and can be considered to be the ‘fair’ price of an asset, conditional on the information in the order book. The micro-price may be expressed as an adjustment to the mid-price that takes into account the bid-ask spread and the imbalance. The micro-price can be estimated using high frequency data.

Is the micro-price a good predictor of short term prices?

The micro-price may be expressed as an adjustment to the mid-price that takes into account the bid-ask spread and the imbalance. The micro-price can be estimated using high frequency data. I show empirically that it is a better predictor of short term prices than the mid-price or the weighted mid-price.

What is the lowest price for micro bitcoin finance?

Micro Bitcoin Finance had an all time low of $0.867782 on Jun 18, 2022 (2 months). Where can Micro Bitcoin Finance be traded? You can trade Micro Bitcoin Finance on PancakeSwap (v2). Popular trading pairs for Micro Bitcoin Finance in the market includes MBTC/USD, MBTC/CAD, MBTC/AUD, MBTC/GBP, MBTC/INR, and MBTC/PHP .

What is a microeconomic pricing model?

A microeconomic pricing model could be used to extrapolate demand and quantity at various price points, but it is more often used to show the basic market-clearing price for an individual good. Microeconomic pricing models were created out of classical economics and work best in markets where there is perfect competition.