Introduction

The popularity of Bitcoin is undeniable. So we can use it as a basis to take a look at some time series data manipulation techniques, some useful R packages and a few traditional finance concepts and their application to time series analysis.

This set of posts will cover at least the following:

• Downloading a transaction level data set of Bitcoin
• Reading the Bitcoin data in to R
• Manipulating the data to make it usable with xts based functions
• Calculating summary statistics and plotting the data using packages
• Analyzing the time series properties of the Bitcoin timeseries
• Doing simple portfolio calculations
• Evaluating alternative return structures for further insight

The end result of the posts will be that we can answer the question: What portion of your portfolio should be in Bitcoin?

Continue to the first post: Retrieving Bitcoin transaction data

By the way, if you don't know what to think about Bitcoin, you can read this blog post for a pretty good overview.

You can also jump to each section directly from here:

• Introduction to Bitcoin analysis with R
• Retrieving Bitcoin transaction data
• Part 2 - Reading the bitcoin data in to R
• Using the xts package and dates
• Using xts to summarize Bitcoin transaction data
• Setting up Bitcoin data in OHLC format
• Charting Bitcoin data
• Prliminary return analysis with plots
• Preliminary return analysis with rolling windows
• Technical analysis plots of Bitcoin
• Bitcoin's future price path
• Evaluating a portfolio
• Evaluating a stock portfolio
• Copulas and extreme values with Bitcoin
• Copulas and extreme value, many assets