Crypto-Analysis

Application of data science methods to a cryptocurrencies dataset.

Dataset

The file cryptocurrency_prices.txt contains the daily price time series of the following seven cryptocurrencies (in this order):

• Bitcoin,
• Dash,
• Ethereum,
• Litecoin,
• Monero,
• Nem,
• Ripple.

There are 929 daily prices and the time series ends in February 2018.

Distribution fitting (maximum likelihood)

Calibration of distributions to the distribution of Bitcoin returns.

This analysis is presented in the notebook bitcoin_ml_analysis.ipynb.

Kernel density

Calibration of a Kernel density to the distribution of Bitcoin returns.

This analysis is presented in the notebook bitcoin_kernel_density.ipynb.

Principal Component Analysis (PCA)

Implementation of PCA (from scratch) and application to the cryptocurrency dataset.

This analysis is presented in the notebook crypto_pca.ipynb.