“Crypto Currency Returns”
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- 5 Rating
- 1 Reviews
- 103 Students Enrolled
“Crypto Currency Returns”
This courselet provides a comprehensive overview of cryptocurrency returns, examining the dynamic landscape of digital currencies.
-
- 5 Rating
- 1 Reviews
- 103 Students Enrolled
Requirements
- This course video assumes a foundational understanding of machine learning and statistical modeling, providing an in-depth exploration of cryptocurrency returns.
General Overview
Description
In this course video on "Cryptocurrency Returns," we delve into the following key topics, optimized for wording:
- Asset Allocation with Cryptocurrencies: Discover effective strategies and considerations for allocating assets to cryptocurrencies within an investment portfolio.
- Indexing of Cryptocurrencies: Understand the concept of indexing and its practical application in the cryptocurrency market, examining a wide range of cryptocurrency indices available.
- Speculative Bubbles in Cryptocurrencies: Examine the phenomenon of speculative bubbles within the cryptocurrency market, utilizing Metcalfe's Law to identify potential bubbles in Bitcoin (BTC) and other cryptocurrencies.
- Valuation Models of Cryptocurrencies: Gain valuable insights into diverse valuation models used to assess the intrinsic value of cryptocurrencies. Explore factors such as regulatory risks and the role of Bitcoin as a potential digital gold, and discover how valuation plays a pivotal role in the financial services sector.
- Trading of Cryptocurrencies: Learn about different trading strategies and techniques tailored specifically for cryptocurrencies. Explore arbitrage opportunities resulting from price disparities across exchanges, and understand how market efficiency has evolved over time. Discover various predictors, including return, price, volume, standard deviation, and volatility, and explore different trading strategies. Please note that Deribit is currently the largest exchange for crypto, and we focus specifically on BTC Options settled with the Deribit BTC index. Additionally, we introduce how to calibrate stochastic volatility models with jumps, enhancing your understanding pricing BTC options.
By delving into these details, this course video provides you with valuable knowledge and perspectives on cryptocurrency returns.
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Meet the instructors !
David Siang-Li Jheng is a PhD candidate at the Doctoral School of Cybernetics and Economic Statistics, Bucharest University of Economic Studies, Romania. His research focuses on detecting anomalies and modeling dependence structures in high-dimensional, high-frequency financial data.
With a background in financial engineering and mathematics from National Yang Ming Chiao Tung University (NYCU) and National Taiwan Normal University (NTNU), he investigates systemic risks through advanced methodologies such as Financial Risk Meters and anomaly detection models.