比特幣及其相關投資機會之初探

Abstract

中文摘要

近一年以來，比特幣的價格一路飆漲，再加上比特幣期貨與比特幣基金的誕生，比特幣已經成為了國際關注的焦點議題，同時也引起了我對比特幣的好奇心，想要更加瞭解比特幣，因此通過本篇報告進行比特幣及其相關投資機會之初探。本篇報告一開始先對比特幣進行介紹，包括：比特幣的發展歷程，比特幣挖礦，比特幣特性以及比特幣的用途等等。之後蒐集比特幣以及其他標的歷史價格資料，通過EVIEWS，EXCEL進行分析，內容包括：比特幣與比特幣概念股之間的相關性；比特幣套利可能性的分析；比特幣報酬率及其波動性分析；比特幣與其它虛擬貨幣的相關性；比特幣事件驅動分析等等。詳細內容請翻閱報告內文。

Abstract For nearly one year, the bitcoin’s price has been soaring, and with the birth of bitcoin futures and bitcoin funds, bitcoin has become a global topic of concern. That caused my curiosity of the bitcoin, I want to learn more about the bitcoin. So I make this report: An Exploratory Study of Bitcoin and Related Investment Opportunities. This report begins with bitcoin's introduction, then the development of bitcoin, bitcoin mining, characteristics and purpose of bitcoin, etc. This report also uses EVIEWS and EXCEL to analyze data of bitcoin and other assets's historical price series and find the following results, including correlation between bitcoin and stocks with bitcoin concept; bitcoin arbitrage possibilities; bitcoin's returns and volatility; correlation between bitcoin and other virtual currencies; analyses of major events of bitcoin and so on. Details please read the report text.