PlanB

@100trillionUSD

Bitcoin Quant Stuff 1PRoNLcWHzM8DuKpGE4YM9hb1PjSEnWRpn

Not financial advice
Vrijeme pridruživanja: listopad 2017.

Tweetovi

Blokirali ste korisnika/cu @100trillionUSD

Jeste li sigurni da želite vidjeti te tweetove? Time nećete deblokirati korisnika/cu @100trillionUSD

  1. Prikvačeni tweet
    22. ožu 2019.

    My first Medium article! Combining all my tweets about modeling bitcoin's value with stock-to-flow, the halving, power laws, fractals and questions & answers to one logical story.

    Prikaži ovu nit
    Poništi
  2. prije 24 sata

    halving 3 months to go .. now above S2F model value

    Poništi
  3. 2. velj

    Hypothesis: keeps rising as long as FED, ECB and PBOC keep printing.

    Poništi
  4. 1. velj

    In 3 months we will have a second S2F50+ asset. Very interesting how markets will value it 🔥

    Poništi
  5. 31. sij

    Bitcoin’s “halvening” won’t boost its price. Or will the cointegration between bitcoin price and stock to flow stay intact and boost btc price?

    Poništi
  6. 27. sij
    Poništi
  7. proslijedio/la je Tweet

    Sharpe ratio does not work for Bitcoin.

    Poništi
  8. 25. sij

    is the only asset with a "Sharpe ratio" > 1 (return>risk)! Classic asset (stocks, bonds, gold) risk & return basically flat. Even FAANG (Facebook, Apple, Amazon, Netflix, Google) .. not even close to btc. Note I skipped bitcoin's first years (2009-2012) and updated data.

    Poništi
  9. 25. sij

    After 2012 and 2016 halving there was no death spiral or miner capitulation (of course). Network difficulty / hashrate did 10-100x 2yrs before those halvings, and 10-100x 2yrs after halvings. So far 2020 difficulty path tracks 2016 perfectly.

    Poništi
  10. 24. sij
    Poništi
  11. 24. sij

    AMAZON added to the risk & return chart. Risk (worst year return, 2000) = 15/76-1 = -80%. Return (1998-2019, geometric) = (1850/5)^(1/22)-1 = 31%. Much closer to the "normal" EMH / CAPM line. Bitcoin (orange) is a different beast!🔥

    Poništi
  12. 24. sij

    +6% difficulty adjustment next Tuesday💥

    Poništi
  13. proslijedio/la je Tweet

    In Audio!🎧 's recent piece: ----- 📈The Efficient Market Hypothesis & 's Stock to Flow🚀 ----- "I think the simple answer is that the market currently overestimates future risk, like it overestimated risk the last 11 years." 👏👏

    Prikaži ovu nit
    Poništi
  14. 23. sij

    👀 ... Almost 50% is uncertain about a death spiral or miner capitulation after May 2020 halving. Those are the people / risks that stand between current $8300 btc price and $50-100k S2F model value after the halving. If this risk disappears .. 🚀

    Poništi
  15. 22. sij

    risk & return (-74% & 206%) is off the chart! Looking at 50 years price data: bonds, gold and stocks are on the same risk & return line, consistent with EMH and CAPM. But bitcoin is far above that line. IMO that is the reason why the market overestimated bitcoin risk.

    Poništi
  16. 22. sij

    Do you think May 2020 halving of miner reward will cause a mining death spiral or miner capitulation?

    Poništi
  17. 21. sij

    PDF version of both articles (S2F and EMH & S2F) are available on my github:

    Poništi
  18. proslijedio/la je Tweet
    20. sij

    In a few minutes... EMH, S2F and more!

    Poništi
  19. proslijedio/la je Tweet

    Another very important paper by . His conclusion is that the efficient market hypothesis is valid for BTC, but that the market overestimates risk and that therefore BTC will still go up a lot more than has been priced in. Great read once again!

    Poništi
  20. 20. sij

    Bitcoin risk & return last 11 years was better than EMH/non arbitrage/CAPM expectation based on 50 yrs bond, gold, stocks data. What do you think? Not enough data? Market overestimates risk (btc dies, govt ban etc)? Taleb's turkey (tail risk / fat tails)?

    Poništi

Čini se da učitavanje traje već neko vrijeme.

Twitter je možda preopterećen ili ima kratkotrajnih poteškoća u radu. Pokušajte ponovno ili potražite dodatne informacije u odjeljku Status Twittera.

    Možda bi vam se svidjelo i ovo:

    ·