After collecting time series data, statistical analysis is necessary to obtain understanding and decide potential strategies. Collected daily price and metrics of fee ratio_mvrv count_exctransfer hash_rate total_issurance total_liquidation miner_revenue tansfer_value spot_volume Note I shifted the metrics data one day forward to make the backtesting realistic as it is exactly what data is available on that … Continue reading Cryptocurrency Statistical Analysis for Strategy Formulation
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Three Indicators in BitCoin Ethereum Investment: Total Liquidations
Third, CRYPTO_LIQUIDATIONS_REPORTED_FUTURE_BUY_UNITS_1D Total liquidations The sum of all buy liquidations from perpetual futures markets in native units of the underlying base asset. A breakdown of what it means: "Buy liquidations" - This refers to the liquidation of long positions in a perpetual futures contract. Liquidation occurs when the trader's margin balance falls below the maintenance … Continue reading Three Indicators in BitCoin Ethereum Investment: Total Liquidations
Three Indicators in BitCoin Ethereum Investment: Miner Revenue
Second, CRYPTO_REVUSD Miner revenue The sum USD value of all miner revenue (fees plus newly issued native units) that interval. This sum includes two components: Fees: The transaction fees paid by users to have their transactions included in the Bitcoin blockchain. Miners receive these fees as part of their revenue. Newly issued native units: … Continue reading Three Indicators in BitCoin Ethereum Investment: Miner Revenue
Three Indicators in BitCoin Ethereum Investment: MV RV Ratio
I identified three strong signals, first CRYPTO_CAPMVRVCUR MVRV (market value/realized value) The ratio of the sum USD value of the current supply to the sum realized USD value of the current supply. Each part of the phrase means: "The sum USD value of the current supply":This refers to the current market capitalization of Bitcoin, which … Continue reading Three Indicators in BitCoin Ethereum Investment: MV RV Ratio
Enhancing Returns and Reducing Volatility: A Bitcoin and Ethereum Momentum Strategy
I collected daily Bitcoin and Ethereum price in past five years and test out simple momentum strategy as follows: Compute the momentum score by dividing each period's end price by the price from one period ago and subtracting 1. Establish a hurdle rate of 10%. If the momentum score is greater than or equal to … Continue reading Enhancing Returns and Reducing Volatility: A Bitcoin and Ethereum Momentum Strategy
Cryptocurrency Companies
There are a handful of publicly traded companies claiming to be cryptocurrency companies, taking advantage of investors' craze for this surging theme in the marketplace. They are the following. First Bitcoin Capital Corp Overstock.com GLOBAL BLOCKCHAIN TECHNOLOGIES CORP Singlepoint Inc. Mogo Finance Technology Inc. DigitalX Ltd. RIOT Blockchain Inc Hive Blockchain Technologies Ltd. BTCS, Inc. First … Continue reading Cryptocurrency Companies
Naixian Zhang 