phenance.com
Stock Data Pages | TCA League Tables | About
Introduction to conducting analysis on Bitcoin with R post series

Pub: 04.12.17

| By Anonymous

In Finance.

Tags: coding r bitcoin analysis .

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:

Other articles