Quant Radio: Volatility Clustering in Bitcoin

Bitcoin's price swings can feel totally unpredictable—but what if there are hidden patterns? In this episode, we dive into the concept of volatility clustering and explore how Bitcoin’s price movements follow distinct cycles of calm and chaos.

Using insights from a recent study on Bitcoin price explosiveness around options expiry, we break down how volatility states persist, how options expiry events impact market behavior, and what this means for traders and investors.

Can understanding these patterns give you an edge in the crypto market? Tune in to find out!

Find the full research paper here: https://community.quantopian.com/c/community-forums/volatility-clustering-in-bitcoin

For more quant-focused content, join us at ⁠⁠⁠⁠https://community.quantopian.com⁠⁠⁠⁠. There, you can explore a wealth of resources, connect with fellow quants, engage in insightful discussions, and enhance your skills through our extensive range of online courses.

Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.