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Bitcoin Risk Metric

This Python package provides a simple risk metric for the BTC/USD pair based on logarithmic polynomial regression. Under the assumption that the BTC/USD pair follows polylogarithmic growth, it provides an estimate for the risk as a function of time and price.

Results

The main result of this repo is the Bitcoin risk dashboard.

Here're a snapshow of the results:

Bitcoin-price colored by risk

Bitcoin Risk Chart

Valuation-based Bitcoin risk

Bitcoin Risk Chart

Bitcoin-price colored by time-risk

Bitcoin-price colored time-risk Chart

Time-based Bitcoin risk

Time-based Bitcoin risk Chart

Installation

To install the package, you can use pip:

pip install git+https://github.com/roman-ellerbrock/bitcoin_risk

Contributing

If you would like to contribute to this project, please fork the repository and submit a pull request. Any contributions are welcome!

License

This project is licensed under the LGPL License - see the LICENSE file for details.

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Simple Bitcoin Risk Metrics

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