论文标题
数字资产的恐惧和波动性
Fear and Volatility in Digital Assets
论文作者
论文摘要
我们在5分钟时间内显示了比特币隐含的波动性，可以从价格，波动性动量和替代数据（包括情感和参与）中适度预测。滞后的比特币指数价格和波动性运动与Google趋势一起促进了该模型，市场经常在几个小时后做出响应。本文中使用的代码和数据集可以在https://github.com/globe-research/bitfear上找到。
We show Bitcoin implied volatility on a 5 minute time horizon is modestly predictable from price, volatility momentum and alternative data including sentiment and engagement. Lagged Bitcoin index price and volatility movements contribute to the model alongside Google Trends with markets responding often several hours later. The code and datasets used in this paper can be found at https://github.com/Globe-Research/bitfear.
