Marcel Burger“Only a fool would lend out his bitcoins”About the bitcoin cash and carry strategy and the most important elements to consider·5 min read·Feb 12, 2021----
Marcel BurgerBitcoin 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…·5 min read·Sep 18, 2020----
Marcel BurgerinAmdax Asset ManagementReviewing “Modelling Bitcoin’s Value with Scarcity” — Part III: The Fall Of CointegrationWhy S2F and bitcoin price can’t be cointegrated.·7 min read·May 20, 2020--2--2
Marcel BurgerinAmdax Asset ManagementHow To Analyse And Manage Risk When Trading Derivatives On BitcoinAvoid getting REKT by knowing the risks of your derivative positions·10 min read·Apr 10, 2020----
Marcel BurgerReviewing “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 bitcoin·9 min read·Mar 7, 2020----
Marcel Burger4 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.·6 min read·Dec 18, 2019--1--1
Marcel BurgerinAmdax Asset ManagementDebunking Bitcoin’s natural long-term power-law corridor of growthSome models are useful, some fail to meet required underlying assumptions.·6 min read·Nov 30, 2019--2--2
Marcel BurgerinAmdax 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…·7 min read·Sep 6, 2019--4--4
Marcel BurgerELI5 of Review of “Modelling Bitcoin’s Value with ScarcityA metaphor to show the issue with the OLS Regression based model·3 min read·Aug 12, 2019--1--1
Marcel BurgerinAmdax Asset ManagementForecasting bitcoin returns with Prophet in Python— Part IIIntroducing additional data to the model·4 min read·Aug 8, 2019--1--1