gtrebilcock / BitcoinEconometrics

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Midterm Review #8

Open saichandchintala opened 4 years ago

saichandchintala commented 4 years ago
  1. The exploratory analysis is good
  2. The team also ran intial model and presented the analysis
  3. Idea for mitigating overfitting is good

Improvement areas

  1. 5 explanatory variables might be low for predicting the bitcoin prices. The team can include additional predictors.
  2. The team can experiment with different periods for different terms in Auto-regression
  3. From a practical standpoint, I am not sure if just knowing +ve or -ve return is useful. As an investor, I would like to compare the returns across different alternatives. Hence, the % return from bitcon is important.