Simple trend regressions on bitcoin price data + total cryptocurrency and altcoin market capitalizations.
Latest Readme Update: 21 Jan. 2018
source("config/Config.R")
Sys.setenv(tz="UTC")
btc.price <- FetchBTCInfo(param = "market-price",
data.identifier = "btc.close",
date.start = "2011-01-01")
par(mfrow=c(1, 1))
SimpleLogTrendRegression(data = btc.price,
data.identifier = "BTC-price",
regression.type = "exponential",
nr.future=120, plot.2sd.log = TRUE, plot.2sd.levels = FALSE)
SimpleLogTrendRegression(data = btc.price,
data.identifier = "BTC-price",
regression.type = "loess",
nr.future=120, plot.2sd.log = TRUE, plot.2sd.levels = TRUE)
SimpleLogTrendRegression(data = btc.price,
data.identifier = "BTC-price",
regression.type = "logarithmic",
nr.future=120, plot.2sd.log = TRUE, plot.2sd.levels = TRUE)
Note: The analysis below uses weekly historical data that was scraped from coinmarketcap.com and only goes back to 2013-04-28. Suggestions for better data sources are appreciated..
cryptocurrency.market.cap <- FetchCryptocurrencyMarketCapitalizations()
SimpleLogTrendRegression(data = cryptocurrency.market.cap$total,
data.identifier = "Total Cap", data.frequency = "weekly",
regression.type = "exponential",
nr.future = 12, plot.2sd.log = TRUE, plot.2sd.levels = TRUE)
SimpleLogTrendRegression(data = cryptocurrency.market.cap$total,
data.identifier = "Total Cap", data.frequency = "weekly",
regression.type = "loess",
nr.future = 12, plot.2sd.log = TRUE, plot.2sd.levels = TRUE)
SimpleLogTrendRegression(data = cryptocurrency.market.cap$total,
data.identifier = "Total Cap", data.frequency = "weekly",
regression.type = "logarithmic",
nr.future = 12, plot.2sd.log = TRUE, plot.2sd.levels = TRUE)
SimpleLogTrendRegression(data = cryptocurrency.market.cap$alts,
data.identifier = "Alt Cap", data.frequency = "weekly",
regression.type = "exponential",
nr.future = 12, plot.2sd.log = TRUE, plot.2sd.levels = TRUE)
SimpleLogTrendRegression(data = cryptocurrency.market.cap$alts,
data.identifier = "Alt Cap", data.frequency = "weekly",
regression.type = "loess",
nr.future = 12, plot.2sd.log = TRUE, plot.2sd.levels = TRUE)
SimpleLogTrendRegression(data = cryptocurrency.market.cap$alts,
data.identifier = "Alt cap", data.frequency = "weekly",
regression.type = "logarithmic",
nr.future = 12, plot.2sd.log = TRUE, plot.2sd.levels = TRUE)
If you find this software useful and/or you would like to see additional extensions, feel free to donate some crypto:
- BTC: 1QHtZLZ15Cmj4FPr5h5exDjYciBDhh7mzA
- LTC: LhKf6MQ7LY1k8YMaAq9z3APz8kVyFX3L2M
- ETH: 0x8E44D7C96896f2e0Cd5a6CC1A2e6a3716B85B479
- DASH: Xvicgp3ga3sczHtLqt3ekt7fQ62G9KaKNB
Copyright 2017 Essential Data Science Consulting ltd. (EssentialQuant.com / [email protected]). This software is copyrighted under the MIT license: View added LICENSE file.
React
Typescript
Django
Laravel
Facebook
Microsoft
Google
Alibaba
D3
Tencent