Bitcoin Volatility is at Lowest Position as BTC

Presenting Bitcoin Letters, a 21-page report on Bitcoin ROI, risk management, logarithmic regression, volatility, moving average derivatives, comparisons with the S&P 500, dominance compared to the total cryptocurrency market capitalization, and poll results

Presenting Bitcoin Letters, a 21-page report on Bitcoin ROI, risk management, logarithmic regression, volatility, moving average derivatives, comparisons with the S&P 500, dominance compared to the total cryptocurrency market capitalization, and poll results submitted by intothecryptoverse to CryptoCurrency [link] [comments]

Presenting Bitcoin Letters, a 21-page report on Bitcoin ROI, risk management, logarithmic regression, volatility, moving average derivatives, comparisons with the S&P 500, dominance compared to the total cryptocurrency market capitalization, and poll results

Presenting Bitcoin Letters, a 21-page report on Bitcoin ROI, risk management, logarithmic regression, volatility, moving average derivatives, comparisons with the S&P 500, dominance compared to the total cryptocurrency market capitalization, and poll results submitted by intothecryptoverse to Bitcoin [link] [comments]

Presenting Bitcoin Letters, a 21-page report on Bitcoin ROI, risk management, logarithmic regression, volatility, moving average derivatives, comparisons with the S&P 500, dominance compared to the total cryptocurrency market capitalization, and poll results

Presenting Bitcoin Letters, a 21-page report on Bitcoin ROI, risk management, logarithmic regression, volatility, moving average derivatives, comparisons with the S&P 500, dominance compared to the total cryptocurrency market capitalization, and poll results submitted by intothecryptoverse to intothecryptoverse [link] [comments]

Presenting Bitcoin Letters, a 21-page report on Bitcoin ROI, risk management, logarithmic regression, volatility, moving average derivatives, comparisons with the S&P 500, dominance compared to the total cryptocurrency market capitalization, and poll results

Presenting Bitcoin Letters, a 21-page report on Bitcoin ROI, risk management, logarithmic regression, volatility, moving average derivatives, comparisons with the S&P 500, dominance compared to the total cryptocurrency market capitalization, and poll results submitted by intothecryptoverse to CryptoMarkets [link] [comments]

Presenting Bitcoin Letters, a 21-page report on Bitcoin ROI, risk management, logarithmic regression, volatility, moving average derivatives, comparisons with the S&P 500, dominance compared to the total cryptocurrency market capitalization, and poll results

Presenting Bitcoin Letters, a 21-page report on Bitcoin ROI, risk management, logarithmic regression, volatility, moving average derivatives, comparisons with the S&P 500, dominance compared to the total cryptocurrency market capitalization, and poll results submitted by intothecryptoverse to BitcoinCA [link] [comments]

Bitcoin’s Volatility Looks Tame in Comparison to Under Pressure Turkish Lira

Bitcoin’s Volatility Looks Tame in Comparison to Under Pressure Turkish Lira submitted by IndependentDuck4 to CryptoComes [link] [comments]

Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance

Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance submitted by Namensplatzhalter to CryptoCurrency [link] [comments]

The Turkish lira is so volatile it’s making Bitcoin look tame by comparison

The Turkish lira is so volatile it’s making Bitcoin look tame by comparison submitted by theprofitgod to The_Profit [link] [comments]

@business: RT @crypto: "The Turkish lira is so volatile it’s making Bitcoin look tame by comparison" https://t.co/UbHUnTl1CU https://t.co/ATEmP1bfZO

submitted by -en- to newsbotMARKET [link] [comments]

@business: RT @crypto: "The Turkish lira is so volatile it’s making Bitcoin look tame by comparison" https://t.co/DHJwCoZKby https://t.co/8UQ7fILKJQ

submitted by -en- to newsbotMARKET [link] [comments]

@BloombergQuint: The Turkish lira is so volatile it’s making bitcoin look tame by comparison. Read: https://t.co/ULq1UPTcb9 https://t.co/667MbXJ6BJ

@BloombergQuint: The Turkish lira is so volatile it’s making bitcoin look tame by comparison. Read: https://t.co/ULq1UPTcb9 https://t.co/667MbXJ6BJ submitted by -en- to newsbotMARKET [link] [comments]

@BloombergQuint: The Turkish lira is so volatile it’s making Bitcoin look tame by comparison. Read: https://t.co/KZuvaHtM1m https://t.co/P3BJ68pZmj

@BloombergQuint: The Turkish lira is so volatile it’s making Bitcoin look tame by comparison. Read: https://t.co/KZuvaHtM1m https://t.co/P3BJ68pZmj submitted by -en- to newsbotMARKET [link] [comments]

[uncensored-r/Bitcoin] Tron vs Bitcoin sentiment comparison. Notice the volatility? Data by BittsAnalytics

The following post by PrimusAlpha1 is being replicated because the post has been silently removed.
The original post can be found(in censored form) at this link:
np.reddit.com/ Bitcoin/comments/7okz4z
The original post's content was as follows:
https://i.redd.it/xrg7jr1jrh801.jpg
submitted by censorship_notifier to noncensored_bitcoin [link] [comments]

Tron vs Bitcoin sentiment comparison. Notice the volatility? Data by BittsAnalytics /r/Bitcoin

Tron vs Bitcoin sentiment comparison. Notice the volatility? Data by BittsAnalytics /Bitcoin submitted by BitcoinAllBot to BitcoinAll [link] [comments]

Volatility comparison - Swiss National Bank vs Bitcoin /r/Bitcoin

Volatility comparison - Swiss National Bank vs Bitcoin /Bitcoin submitted by BitcoinAllBot to BitcoinAll [link] [comments]

Volatility comparison - Swiss National Bank vs Bitcoin

5 days and 5 years view here
submitted by Qris_7 to Bitcoin [link] [comments]

Real-time Bitcoin Volatility Tracker - with Trends and Comparisons to S&P500/Gold/Euro/etc.

Real-time Bitcoin Volatility Tracker - with Trends and Comparisons to S&P500/Gold/Euro/etc. submitted by Terpbear to Bitcoin [link] [comments]

“Bitcoin is too volatile compared to traditional investments”

“Bitcoin is too volatile compared to traditional investments” submitted by crypt0max to Bitcoin [link] [comments]

Bitcoin's price and metrics may no long side with the bears

It is a known fact that Bitcoin volatility has been low for quite a while now. With low volatility, the volumes for both Bitcoin futures and options have reduced. With such small price movements after the halving, Bitcoin seems to have become less desirable in comparison to many of the market’s altcoins. At press time […]
submitted by FuzzyOneAdmin to fuzzyone [link] [comments]

Weekly Wrap 10/07

Market News
Gold dominated the attention of investors this week as it surged through resistance to its highest level since 2011. Prices cooled off as the long-time resistance levels now act as support, as the precious metal continues its steady growth, up 1.7% this week.
Stocks posted dimmer returns, as prices consolidated in a tighter range with the S&P marginally positive. Fears of a second COVID-19 wave continue to tarnish market optimism, with the latest jobs data indicating that the pandemic is still the overlord of economic progress. The tech-heavy Nasdaq remains relatively strong, benefiting from less dependence on activities requiring human contact.
Bitcoin’s volatility dropped to its lowest levels since last March, as anticipation continues to build around the outcome of this pivotal range. Altcoins fared stronger by comparison, knocking 1.6 percentage points off Bitcoin’s dominance.
Industry News
Other News
submitted by Camaa to InvictusCapital [link] [comments]

UP 47% on $1k - 2020 Top10 Crypto "Index Fund" Experiment Portfolio Update

UP 47% on $1k - 2020 Top10 Crypto
https://preview.redd.it/aiwodwkb57551.png?width=666&format=png&auto=webp&s=efca7b2ca6e1b22645525a0270377fdb0a4e85d8

Full blog post with all the tables here.

tl;dr - ETH is having a good spring: it followed April's +57% gain with a +16% in May. Overall: Tezos increases lead over second place BSV, followed by ETH in third. All ten are in the green. Not counting Tether, the worst performing is XRP (although still up +11% since 01.01.2020). Total $3k (3 x $1k) investments the 2018, 2019, and 2020 Top Tens are up +3.5%, but same approach with US stocks market would have yielded +10%.

The Experiment:

Instead of hypothetically tracking cryptos, I made an actual $1000 investment, $100 in each of the Top 10 cryptocurrencies by market cap on the 1st of January 2018. The result? The 2018 Top Ten portfolio ended 2018 down 85%, my $1000 worth only $150. I then repeated the experiment on the 1st of January 2019 with the new 2019 Top Ten cryptos, then again in 2020.
Think of the Top Ten Experiments as a lazy man’s Index Fund (no weighting or rebalancing), less technical, but hopefully still a proxy for the market as a whole – or at the very least an interesting snapshot of the 2018, 2019, and 2020 crypto space. I am trying to keep this project simple and accessible for beginners and those looking to get into crypto but maybe not quite ready to jump in yet. I try not to take sides or analyze, but rather attempt to report in a detached manner letting the numbers speak for themselves.
This is not investing advice – as a matter of fact, the vast majority of the reports will show that the Top Ten approach under performs other strategies. This experiment is designed to be documentary in nature, describing a specific period in cryptocurrency history.

The Rules:

Buy $100 of each the Top 10 cryptocurrencies on January 1st, 2018, 2019, and 2020. Hold only. No selling. No trading. Report monthly.
Month Five – UP 47%
Welcome to the best performing of the Top Ten “Index Fund” Experiments for the fourth straight month. This month wasn’t quite as strong as the all-green April, but thanks to solid late May BTC and ETH gains the portfolio has now added +47% since January 1st, 2020.

Mostly green month, all green overall.

Question of the month:

In May, Harry Potter author J.K. Rowling joked that she was a holder of what 2020 Top Ten Crypto Experiment currency?

A) Bitcoin B) Tether C) EOS D) Ethereum
Scroll down for the answer.

Ranking and March Winners and Losers

Zero rank movement this month. Super weird for the ever changing cryptocurrency space.
May WinnersEthereum is having a good spring: it followed up last month’s +57% gain with a +16% in May. BTC came in a close second this month, up +14%.
May LosersBSV under-performed its peers, finishing down -3.9% this month. Second worst was XRP, down -3.7% in May.
For those keeping score, I also keep a tally of which coins have the most monthly wins and losses. After five months, we’re starting to see some patterns emerge: both BSV and Tether have two losses each and Tezos is the only crypto with two monthly wins.

Overall update – Tezos increases lead over second place BSV and 100% of Top Ten are in positive territory.

Tezos (+131%) increased its lead over second place BSV (+107%) this month. Third comes Ethereum (+93%) and then Bitcoin (+40%) a distant fourth place. Not counting Tether, the worst performing crypto is now XRP (although it is still up +11% since January 2020).
Total Market Cap for the entire cryptocurrency sector:
The overall crypto market added about $35B in May 2020 and is now close to where it was in August 2019. It is up +50% since the beginning this year’s experiment in January 2020.

Bitcoin dominance:

Steady as she goes, Bitcoin dominance hasn’t budged in the last three months and hasn’t really made any significant moves all year.

Overall return on investment since January 1st, 2020:

After an initial $1000 investment, the 2020 Top Ten Portfolio is now worth $1,467, up about +47%. It is the best performing Top Ten Crypto Portfolio out of the three.
Here’s the month by month ROI of the 2020 Top Ten Experiment, hopefully helpful to maintain perspective and provide an overview as we go along:
Besides the zombie apocalypse blip in March, so far so good: all green is good to see and a nice change from the all red table you’ll see in the 2018 experiment. The range of monthly ROI for the 2020 Top Ten has been between +7% and +55%.
So, how does the 2020 Top Ten Experiment compare to the parallel projects?
Taken together, here’s the bottom bottom bottom line:
After a $3000 investment in the 2018, 2019, and 2020 Top Ten Cryptocurrencies, my portfolios are worth $3,104‬.
That’s up about +3.5% for the combined portfolios.
Better than a few months ago (aka the zombie apocalypse) where it was down -24%, but not yet back at January (+13%) or February (+6%) levels.
So that’s the Top Ten Crypto Index Fund Experiments snapshot. Let’s take a look at how traditional markets are doing.

Comparison to S&P 500

I’m also tracking the S&P 500 as part of my experiment to have a comparison point with other popular investments options. Even with COVID and riots in the US, stocks continued to rebound in May, now down -5% since the beginning of the year.
Over the same time period, the 2020 Top Ten Crypto Portfolio is returning about +47%, the initial $1k investment now worth about $1,467.
The money I put into crypto in January 2020 would now be worth $950 had it been redirected to the S&P 500. That’s a $517 swing on an initial $1,000 investment.
And what if I invested in the S&P 500 the same way I did during the first three years of the Top Ten Crypto Index Fund Experiments? This world’s slowest dollar cost averaging/$1k on January 1st approach? Here are the figures:
  • $1000 investment in S&P 500 on January 1st, 2018: +$140
  • $1000 investment in S&P 500 on January 1st, 2019: +$220
  • $1000 investment in S&P 500 on January 1st, 2020: -$50
Taken together, here’s the bottom bottom bottom line for a similar approach with the S&P:
After three $1,000 investments into an S&P 500 index fund in January 2018, 2019, and 2020, my portfolio would be worth $3,310.
$3,310 is up over +10% since January 2018, compared to the $3,104 value (+3.5%) of the combined Top Ten Crypto Experiment Portfolios.
That’s about a +7% edge in favor of the stock market. Last month it was a bit closer, only a 3% difference. The month before, the gap was 13% in favor of the stock market.

Implications/Observations:

The crypto market as a whole is up +50% since the beginning of the year compared to the 2020 Top Ten cryptos which have gained +47%. For the first time since the Top Ten 2020 began, the cryptos in this group have under-performed the overall market. This breaks a four month streak where the opposite was true.
Focusing on the Top Ten has been a solid approach so far in 2020, but it has not worked so well in the other experiment years. Although there are a few examples of the Top Ten strategy outperforming the overall market in the 2019 Top Ten Experiment, it’s interesting to note at no point in the first twenty-nine months of the Top Ten 2018 Experiment has the approach of focusing on the Top Ten cryptos outperformed the overall market. Not even once.

Conclusion:

The Bitcoin halving came and went and traditional markets continue to steadily rise despite riots in the US and a global pandemic. 2020 has been an extremely volatile year and we still have a long way to go. What do all these changes mean for crypto?
Final word: Please take care of yourselves, your families, and be excellent to each other.
Thanks for reading and for supporting the experiment. I hope you’ve found it helpful. I continue to be committed to seeing this process through and reporting along the way. Feel free to reach out with any questions and stay tuned for progress reports. Keep an eye out for the original 2018 Top Ten Crypto Index Fund Experiment and the 2019 Top Ten Experiment follow up experiment.

And the Answer is…

D) Ethereum
J.K. Rowling managed to troll both the BTC and ETH communities with her May 18th tweet claiming she had “significant Ethereum holdings.”
submitted by Joe-M-4 to CryptoCurrency [link] [comments]

New Lands, or New Eyes? | Monthly FIRE Portfolio Update - April 2020

The real voyage of discovery consists not in seeking new landscapes, but in having new eyes.
- Marcel Proust, Remembrance of Things Past
This is my forty-first portfolio update. I complete this update monthly to check my progress against my goal.
Portfolio goal
My objective is to reach a portfolio of $2 180 000 by 1 July 2021. This would produce a real annual income of about $87 000 (in 2020 dollars).
This portfolio objective is based on an expected average real return of 3.99 per cent, or a nominal return of 6.49 per cent.
Portfolio summary
Vanguard Lifestrategy High Growth Fund – $697 582
Vanguard Lifestrategy Growth Fund – $40 709
Vanguard Lifestrategy Balanced Fund – $76 583
Vanguard Diversified Bonds Fund – $110 563
Vanguard Australian Shares ETF (VAS) – $174 864
Vanguard International Shares ETF (VGS) – $31 505
Betashares Australia 200 ETF (A200) – $215 805
Telstra shares (TLS) – $1 625
Insurance Australia Group shares (IAG) – $7 323
NIB Holdings shares (NHF) – $5 904
Gold ETF (GOLD.ASX) – $119 458
Secured physical gold – $19 269
Ratesetter (P2P lending) – $12 234
Bitcoin – $158 360
Raiz app (Aggressive portfolio) – $16 144
Spaceship Voyager app (Index portfolio) – $2 435
BrickX (P2P rental real estate) – $4 471
Total portfolio value: $1 694 834 (+$127 888 or 8.2%)
Asset allocation
Australian shares – 40.9% (4.1% under)
Global shares – 21.7%
Emerging markets shares – 2.2%
International small companies – 3.0%
Total international shares – 26.9% (3.1% under)
Total shares – 67.8% (7.2% under)
Total property securities – 0.3% (0.3% over)
Australian bonds – 4.5%
International bonds – 9.9%
Total bonds – 14.4% (0.6% under)
Gold – 8.2%
Bitcoin – 9.3%
Gold and alternatives – 17.5% (7.5% over)
Presented visually, below is a high-level view of the current asset allocation of the portfolio.
Comments
This month featured a sharp recovery in the overall portfolio, reducing the size of the large losses experienced over the previous month.
The portfolio increased by over $127 000, representing a growth of 8.2 per cent, which is the largest month-on-month growth on record. This now puts the portfolio value significantly above the levels of a year ago.
[Chart]
The expansion in the value of the portfolio has occurred due to an increase in Australian and global equities markets, as well as substantial increases the price of Bitcoin. This is effectively the mirror image of the simultaneous negative movements last month.
From a nadir of initial pessimism in late March, markets have generally moved upwards as debate continues about the path of a likely economic recession and recovery from Coronavirus impacts over the coming year.
[Chart]
First quarter distributions from the Australian and Global Shares ETFs (A200, VAS and VGS) were received this month. These were too early to fully reflect the sharp economic activity impacts of the Coronavirus and lockdown period on company earnings.
Despite this, they were significantly down on a cents per unit basis on the equivalent distributions last year. Totalling around $2700, these distributions formed part of new contributions to Vanguard's Australian shares ETF (VAS).
The rapid falls in equity have many participants looking forward to a return to normalcy, or at least more open to the pleasing ideas that nerves have been held in a market fall comparable to 2000 or 2008-09, and that markets now represent clear value. As discussed last month, there should be caution and some humility about these questions, if some historical perspective is taken. As an example, the largest global equity market in the world - the United States - remains at valuation levels well above those experienced in previous market lows.
Portfolio alternatives - tracking changes under the surface
A striking feature of the past year or so has been the expansion of the non-traditional or 'alternatives' components of gold and Bitcoin as a proportion of the overall portfolio. Currently, when combined these alternative assets form a greater part of the portfolio than at any point over the past two years.
The chart below shows that since January 2019 the gold and Bitcoin component of the portfolio has lifted from around its long term target level of 10 per cent, to now make up over 17 per cent of the portfolio. In the space of the last four months alone, it has lifted from 13 per cent.
[Chart]
With no purchases of either gold or Bitcoin over the period, the growth in the chart is the result of two reinforcing factors:
A substantial fall in the value of the equity portfolio - reaching nearly $200 000 since the recent February market peak has naturally and mathematically led to a commensurate increase the proportion of other assets.
Increases in the value of gold and Bitcoin - have also played a role with a total appreciation of around $150 000 across the two assets over the past 16 months.
In fact, the value gold holdings alone have increased by over 40 per cent since January last year. Further appreciation of either gold or Bitcoin prices, particularly if any further falls in equity markets occur, could easily place the portfolio in the same position as experienced in January 2018.
At that time these alternative assets made up 1 in every 5 dollars of the portfolio, an unusual, and in that case temporary phenomenon. This represents a different portfolio and risk exposure than that envisaged in my portfolio investment plan.
Yet, equally it is critical to recall what the circumstances would likely be for this to arise. Simultaneously high gold and Bitcoin prices are more likely to occur in a situation of severe capital market dislocation, or falling confidence. On the other hand, should confidence and equity market growth be restored, both of these portfolio components could fall back to lower levels.
It is difficult to tell which state of the world will eventuate, a key reason for diversification across asset types. United States government debt is already at record levels - equivalent in real terms to levels last seen when it emerged out of the Second World War - despite no similar national effort having being undertaken.
Future inflation can potentially partly manage this burden, however, the last sustained episode of persistently high inflation rates during the decade of the 1970s spelt negative real returns. Where investors expect future inflation or financially 'repressive' policies of inflation exceeding interest rates, the economic growth required to 'grow out' of debt can be affected.
At this point, my inclination is to address this circumstance gradually through time by re-balancing of distributions and new contributions, rather than to realise capital gains by selling assets at one, or several, points in time.
Chasing down the lines - falling average spending in lockdown
Since the implementation of lockdown restrictions, average credit card expenditure has fallen by nearly 30 per cent. This has taken credit card expenditure to lower than any similar period in the past six years.
Partly as a result of this - as the chart below shows - a new development is occurring. The previously fairly steady card expenses line (red) is now starting to bend down towards, or 'chase', the rolling average distributions line (in blue).
[Chart]
The declining distributions line is a result of some previous high distributions gradually falling outside of the data 'window' for the rolling three-year comparison of distributions and expenditure.
This intriguing picture will probably change before a cross-over occurs, as lockdown restrictions ease, and as the data feeding into the three year average slowly changes over time.
Progress
Progress against the objective, and the additional measures I have reached is set out below.
Measure Portfolio All Assets
Portfolio objective – $2 180 000 (or $87 000 pa) 77.7% 104.6%
Credit card purchases – $71 000 pa 94.8% 127.6%
Total expenses – $89 000 pa 76.0% 102.3%
Summary
Last month market volatility theoretically took progress down to below most of my financial independence benchmarks on an 'All Assets' (i.e. portfolio and superannuation assets) basis. This position has reversed this month. As markets have recovered and with additional spare time in the lockdown period, I have continued to seek out and think about different perspectives on the history and future of markets.
Yet it must be recognised that there is a natural limit to the utility of these ponderings. The shape of the future is always uncertain, and in this world, confident comparisons and analogies with past events can be perilous. Comparisons with past periods of financial market crises miss the centrality of government action as a causal influence on the path of virus affected economies and markets.
A virus and recovery is not the same as a global financial crisis originating in housing finance markets addressed through monetary and fiscal stimulus. Most developed country governments have quickly applied the same, if not larger versions of responses as applied in the global financial crisis, a distinguishing step that also makes analogies with the great depression era problematic.
Similarly, a pandemic is not hitting and interacting with the shattered economic and health systems of the 1918-19 Spanish flu. Overlaying all of this is the imperfect and partially disconnected relationship between the economy today, and equity markets that discount and focus on the future.
This makes all history's lessons more than usually caveated and conditional. One avenue for managing through these times is to focus on what does not change - the psychological difficulty of accepting alterations in financial circumstances and the capacity of markets movements to cruelly surprise us in both timing and direction.
One of the best texts to read to get a sense of both of these in such times is Benjamin Roth's A Great Depression Diary. This tells of the day-by-day changes observed in everyday urban life and investment markets, from the point of view of an American small retail investor living through the times.
This month also saw the exciting news that Pat the Shuffler and Strong Money Australia are combining efforts to produce a new podcast. Speaking of which, Big ERN's reflections on the current implications of sharemarket market movements for seekers of financial independence have been filled with insight and wisdom.
This interesting piece (video) - the latest in a 'virus' market series - from New York University's Professor of Finance Aswath Damodaran on asset performances through the past few months - is a more technical and detailed discussion of how markets have re-priced businesses and profits. Finally, the recently released Hmmminar interview series provides a more heterodox set of speakers and ideas on current markets, presented by Grant Williams.
Unlike predicting the future, seeking out different perspectives on it is perhaps the easiest it has ever been in history. While it is not always possible to change the course taken, it is possible to look at the same horizon with new eyes.
The post, links and full charts can be seen here.
submitted by thefiexpl to fiaustralia [link] [comments]

Bitcoin Volatility: China Ban, Crash + Spike and Altcoin Prices [One Minute Answers] This Chart Comparison Analysis Shows Bitcoin To $9K in May 2020 What's Behind Bitcoin's Volatility? Tesla ‘Eating Bitcoin’s Lunch’ as Realized Volatility Hits 3 Year Low There Are Over 13K Bitcoin Addresses Worth $1M

(2020). A forecast comparison of volatility models using realized volatility: evidence from the Bitcoin market. Applied Economics Letters: Vol. 27, No. 7, pp. 591-595. Bitcoin trading volume 10m 1h 6h 24h 3d 7d 30d 6m 2y 5y all. auto second minute hour day week Comparison Chart type Scale type Sum within price range Display sum in Smoothing Smoothing Price volatility is calculated as standard deviation from all market trades. For longer periods it is average of hourly standard deviations (stddev Comparison of standard GARCH(1,1), N, μ 0 1-day ahead volatility forecasts using squared daily returns (right) and the jump robust sum of squared 30-min returns (left) as volatility proxies. Upper charts show the volatility proxy (black dotted) and the forecast (red solid). For comparison, the volatility of gold averages around 1.2%, while other major currencies average between 0.5% and 1.0%. The chart above shows the volatility of gold and several other currencies against the US Dollar. Series marked with an asterisk are not directly comparable to series not so marked because fiat currency markets are closed on The market value of Bitcoin is currently estimated to be around $45 billion. • The Bitcoin market is highly speculative. • We study the ability of several GARCH models to explain the Bitcoin price volatility. • The optimal model in terms of goodness-of-fit to the data is the AR-CGARCH.

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Bitcoin Volatility: China Ban, Crash + Spike and Altcoin Prices [One Minute Answers]

For comparison, the number of addresses that contain at least 100 BTC has a much lower volatility. Bitcoin addresses that hold ≥ 100 BTC v. addresses that hold ≥ $1M worth of BTC. Source ... Bitcoin ( BTC ) set another dubious record on July 15 as realized volatility sank to its lowest in three years. According to data from on-chain analytics resource Skew, 30-day realized volatility ... This video shows a possible fractile similarity of a Bitcoin pattern in February 2019 in comparison to current pattern of April 2020. Will BTC hit $9K on May 8th 2020? You decide! Because they can make money off the volatility," Williams said. Williams also noted that it is extremely interesting to compare Bitcoin to more established commodities like gold. Intro 0:00 Asset Class Comparison 0:18 Risk Analysis 0:45 Measure Volatility 1:55 Years with negative Return Comparison 2:48 Script: A lot of people are pointing out that Bitcoin - and ...

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