Navigating the world of crypto…
This site is for informational purposes ONLY and is in no way to be considered investment advice.
With major coins now down an average of 52% off all time highs, we designed a simple screen to help identify coins that may have now fallen to attractive price points. The results highlight privacy coins (ZCash, Dash & Monero) and NEO GAS as 4 of the most interesting at current levels. Sample: - We... Continue Reading →
A Quick Analysis of Historical Drawdowns for Bitcoin (BTCUSD)
Given the sudden influx of new money that has been chasing "cheap Altcoins", to a new investor Bitcoin's ~$15,000 price tag may appear unaffordable compared to an Altcoin priced at ~$1. So the aim is to remove the "unit bias" of each Altcoin by repricing them using the same current Total Coin Supply as Bitcoin.
Conclusion: * I think we're nearing the tail end of this correction * The median max drawdown of previous pullbacks is -35% - The trough this time a round was a larger than normal -45% (Dec 22's intraday low) * The median total duration of previous pullbacks is 23.5 days - As of today...we're already... Continue Reading →
Given the recent volatility in cryptos, the chart below gives a good snapshot and overview of the relative performance of the top 40 crypto-currencies/assets.
A Log-Periodic Power Law (LPPL) model is used to see whether the price action for Bitcoin follows a log-periodic oscillation model for a speculative bubble and predicting its subsequent "crash".
Mean Variance Optimization is performed on a test basket of 15 cryptocurrencies to create an optimal portfolio that lies on the Efficient Frontier. Several practical portfolio scenarios are examined.
Navigating the world of crypto... 