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An Introduction To Econometric Analysis Applied To Bitcoin Data

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Almost 70 years after Jan Tinbergen laid the groundwork for Econometrics, 2019 marked the year in which the first thorough econometric analysis was applied to bitcoin forecasting models. Unfortunately, econometric models are often poorly understood and even more often used when they should be discarded. This book will help you understand all the bits and pieces and even includes step by step guidance to build your own models, while meeting all the required assumptions.

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I'm proud to announce "Bitcoinometrics: An Introduction To Econometric Analysis Applied To Bitcoin Data", the book that will help you understand why some models are useful while others shouldn't even be used. Take a look at the key highlights below to learn more about the content, and get your own copy once it is available!

Teacher Writing a Formula on a Blackboar
Image by André François McKenzie
Image by Goran Ivos


The book introduces the reader to the basics of econometric analysis in laymen terms. Without an overload of mathematical equations, the reader will get a better understanding of econometric concepts in the field of timeseries analysis and predictive modelling.


The theory will be used to discuss the more popular models for bitcoin price forecasting that were published over the last years. The reader will learn exactly why some models are garbage while others might be very useful.


In order to bring the understanding to the next level, the reader will find some useful Do-It-Yourself examples to learn how to run econometric analysis in Python. Even interesting for people with an econometric background who want to learn more about using Python and statistical modelling applied to bitcoin data.

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Once the book is finished, you can get it here. Bonus features for early birds will be announced at a later stage.

Buy Bitcoinometrics: An Introduction To Econometric Analysis Applied To Bitcoin Data
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Due to covid19 all events below are either postponed, cancelled or held online.

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Watch Me Discuss Bitcoinometrics Here:

  • 02 jun. 2020 09:00 – 03 jun. 2020 17:00
    Alte Kongresshalle, Am Bavariapark 14, 80339 München, Germany
    VoB is a dialogue platform for professionals bringing together researchers, investors, bankers, regulators and journalists to debate the most fundamental questions around the value of Bitcoin.
  • 25 apr. 2020 09:00 – 26 apr. 2020 17:00
    Zuiderkroon Antwerp, Vlaamsekaai 81/83, 2000 Antwerpen, Belgium
    A conference to discuss the merits and challenges of Bitcoin.
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Marcel left his institutional investment career with the aim to contribute shaping the future of investment management by helping other people and institutions to get exposure to digital assets. Before Marcel changed course, he worked with Optiver, VanDerMoolen, EY and Achmea Investment Management in various roles and predominantly in the front office. Marcel holds a MSc. in Econometrics with a specialisation in Quantitative Finance and Actuarial Sciences.

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