This post shows you where to find Bitstamp Bitcoin data and how to download and unzip it
read moreIntroduction
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