Post
Topic
Board Economics
Re: Modeling the Prices of Cryptocurrencies
by
QueenElizabeth
on 23/02/2014, 17:29:45 UTC
IMHO it's going to be very hard to forecast the price of cryptos based on aggregate daily information. I never paid attention to order books for cryptos other than Bitcoin, but in the case of Bitcoin, a lot of wild swings have happened within a single day, driven by the sequence of large orders. I think your best bet would be any methodology for high-frequency panel data where you analyze order books in real time.