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Various exchanges allow for the trading of Bitcoins. The price of Bitcoin was very volatile since the inception of the system, today it is 391.76 USD:

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I wonder whether time series analysis tools from established financial markets can be applied to this market. Obviously the Bitcoin market is different - but maybe we see parallels.

This questions asks for personal experiences and mainly quant/math articles on the trading of Bitcoins.

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    $\begingroup$ If I were you I would check in the first place leading indicators for the BC price. For example see the paper main drivers for BC price. In the next step, conduct a variable selection process and check, which variables are the best to use in your model. Finally, I would select my time series model based on these characteristics. For example you could start with damped exp. smoothing, if if you detect a strong trend in your dependent variable or check out a multiple regression model. Finally, you could also use comb. forecasting to get a better result. $\endgroup$ – Kare Nov 6 '15 at 13:56

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