Abstract: This article derives a mathematical formula for the amount of Bitcoin one can accumulate by following a continuous DCA strategy, assuming that Bitcoin’s price follows a Power Law. We will...

Abstract: This article introduces the Bitcoin Flow Equation (BFE), a mathematical framework for modeling Bitcoin portfolios with active cashflow strategies. It provides a unified model of Bitcoin p...

The GARCH (Generalized Autoregressive Conditional Heteroskedasticity) model is a powerful statistical tool for modeling Bitcoin’s volatility clustering behavior. This live chart displays real-time ...

The price levels were determined used quantile regression on historical log price vs log time data. The return deviation (z-score) is based on Power Law Residual Ratio v2 (See article for details)....

Link to code implementation can be found here. Introduction Bitcoin’s price exhibits a long-term power law relationship with time, punctuated by periodic short-term boom-bust cycles that repeat a...