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How to fundamentally value cryptocurrencies?

The current paper (June 2022) "An Investor’s Guide to Crypto" from several authors from Duke University and MAN Group (https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4124576) provides a ...
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What are some interesting recent machine learning related developments in the QF domain?

Advances in Financial Machine Learning(2018) by Lopez De Prado
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4 votes

What are some interesting recent machine learning related developments in the QF domain?

Sirignano, J., & Cont, R. (2019) (High-frequency stock forecasting): The authors apply a large-scale deep learning model (recurrent neural network with Long Short-term Memory units) to high-...
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What are some interesting recent machine learning related developments in the QF domain?

Empirical Asset Pricing via Machine Learning (2020) by Gu, Kelly and Xiu
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Why is there a lot of focus on derivatives pricing and much less on stock pricing?

I think the comment provided by nbbo2 answers your question fairly well and is pointing in the right direction. To make the answer more concrete, it's important to note that unlike with other types of ...
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3 votes

How to fundamentally value cryptocurrencies?

Having been to a Business school (not sure whether that's a badge of honor or a badge of shame :), I've covered the "established" valuation models, from comparative analysis, to DCF, to CAPM,...
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How to fundamentally value cryptocurrencies?

Take a look at PlanB@100trillionUSD's article on the Stock-to-Flow (S2F) model. In short, the idea is that the value of bitcoin is tied to its scarcity, which can be quantified by Stock-to-Flow $$ ...
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Implementing a Fast Fourier Transform for Option Pricing

I found this jupyter notebook on Github extremely helpful for applying Fourier transform methods to option pricing. Python code is all available.
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3 votes

How to fundamentally value cryptocurrencies?

Investing in cryptocurrencies is a wild ride. There is obviously a lot of speculation involved but my question is another one: what are good models to evaluate the fundamental value of ...
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