Contra Sample Splitting

Marek Kirejczyk discussed a negative trend in software development called Hype Driven Development. I’m here to argue the same thing happens in data, econometrics, and academia. I’ll give two examples: the p-value and sample splitting. My real focus here is to convince the reader that sample splitting is a trendy trick but it is in … Read more

Research, Structural Models and Publishing

This article discusses basics of developing structural models as well as research and getting published in journals. There are a number of cheap, dirty secrets that many in academia are reserved to admit, if they will admit at all. Some are related to research, structural models and publishing. Research is a process which is normally … Read more

Historical Bitcoin Price and Prediction

This article covers a source of historical bitcoin price data and a simple prediction based on that data. One place to find historical bitcoin price data would be from quandl. With an “L,” as in “candle.” It’s a finance thing. I grabbed two data sets and performed separate regressions using Gnumeric. One set of data … Read more

Methodology for Bitcoin Valuation as a Fiat Hedge

This article goes over my methodology for a bitcoin valuation which resulted in my guest article on the Mineforman website here. The spreadsheet I used, complete with all my little self-notes and summaries, is available in its original Gnumeric format here, and in the more common Excel format here. Simple Excel conversion resulted in some errors … Read more