“Only a fool would lend out his bitcoins”About the bitcoin cash and carry strategy and the most important elements to considerFeb 12, 2021Feb 12, 2021
Bitcoin In The Institutional Investment PortfolioIn May 2020, Paul Tudor Jones sent a remarkable letter to the participants of his “Tudor BVI Global Macro” Fund [1]. He revealed that the…Sep 18, 2020Sep 18, 2020
Published inAmdax Asset ManagementReviewing “Modelling Bitcoin’s Value with Scarcity” — Part III: The Fall Of CointegrationWhy S2F and bitcoin price can’t be cointegrated.May 20, 20202May 20, 20202
Published inAmdax Asset ManagementHow To Analyse And Manage Risk When Trading Derivatives On BitcoinAvoid getting REKT by knowing the risks of your derivative positionsApr 10, 2020Apr 10, 2020
Reviewing “Modelling Bitcoin’s Value with Scarcity” — Part IV: The Theoretical Framework leading…The logical next step after we determined a cointegrating relation between stock-to-flow and market cap of bitcoinMar 7, 2020Mar 7, 2020
4 quantitative models and metrics for bitcoin you should knowThe most popular and relevant quantitative models and metrics and how to use them to your advance and the introduction of a new measure.Dec 18, 20191Dec 18, 20191
Published inAmdax Asset ManagementDebunking Bitcoin’s natural long-term power-law corridor of growthSome models are useful, some fail to meet required underlying assumptions.Nov 30, 20192Nov 30, 20192
Published inAmdax Asset ManagementReviewing “Modelling Bitcoin’s Value with Scarcity” —Part II: The hunt for cointegrationDoes OLS regression of natural logarithms of bitcoin price and stock-to-flow ratios result in spurious regression, or are we dealing with…Sep 6, 20194Sep 6, 20194
ELI5 of Review of “Modelling Bitcoin’s Value with ScarcityA metaphor to show the issue with the OLS Regression based modelAug 12, 20191Aug 12, 20191
Published inAmdax Asset ManagementForecasting bitcoin returns with Prophet in Python— Part IIIntroducing additional data to the modelAug 8, 20191Aug 8, 20191