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Home > Stephan Livera Podcast > SLP154 Nick @BTConometrics - Quantitative Bitcoin Analysis & S2F Cointegration Strengthens
Podcast: Stephan Livera Podcast
Episode:

SLP154 Nick @BTConometrics - Quantitative Bitcoin Analysis & S2F Cointegration Strengthens
Category: Technology
Duration: 00:50:06
Publish Date: 2020-03-03 08:56:38
Description:

Nick joins me to talk about how he tried to disprove PlanB’s Stock to flow model, but ended up finding out that it holds up. We also talk about cointegration, what that means, and some of Nick’s statistical work. We talk about:

  • Professional background
  • Background to S2F
  • Cointegration and what it means
  • Engle-Granger test
  • Mean Reversion indicator
  • Shitcoins riding Bitcoin’s coat tails

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Total Play: 0