Keynote Presentations at Global Bitcoin and Crypto Conferences

Downloads are available below

Bitcoin and Hedging

About sophisticated risk management strategies for crypto portfolios.

This deck was used for a keynote on bitcoin and hedging. It was held at the Value of Bitcoin conference in June 2020. The rise of derivatives on bitcoin and other crypto assets opens up opportunities for both institutional and retail investors and miners. This presentation was about how retail investors can benefit from institutional grade hedging strategies.

The S2F Model: How cointegration came and went.

About the review work I conducted w.r.t. the very popular Stock-to-Flow model.

This deck was also used for a keynote at the Value of Bitcoin conference in June 2020. It discusses the famous S2F model by PlanB and how:
- the model failed to meet the basic lineair regression assumptions and that a possible presence of a spurious relation shouldn't be ignored;
- cointegration was assumed to show that the relation wasn't spurious;
- the concept of cointegration couldn't apply because after correcting for deterministic elements, the variables showed different integration orders.

CPLT: Introduction of a new metric

About a new proprietary metric I am working on.

This deck was used for a presentation at Consensus Distributed 2020. I showed how a couple of interesting and famous metrics led me to develop a new metric, that potentially could help support investors with taking investment decisions.