{"id":33193661,"url":"https://github.com/niki864/volatilityanalysisbitcoin","last_synced_at":"2026-01-17T12:00:51.790Z","repository":{"id":112526913,"uuid":"113103800","full_name":"niki864/VolatilityAnalysisBitcoin","owner":"niki864","description":"A technical analysis of price volatility in bitcoins for a over a year using 6 hour intervals","archived":false,"fork":false,"pushed_at":"2018-03-21T17:33:31.000Z","size":166,"stargazers_count":8,"open_issues_count":0,"forks_count":0,"subscribers_count":4,"default_branch":"master","last_synced_at":"2024-05-18T12:34:46.989Z","etag":null,"topics":["bitcoin","bitcoin-price","technical-analysis","volatility"],"latest_commit_sha":null,"homepage":null,"language":"R","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"mit","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/niki864.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE.md","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null}},"created_at":"2017-12-04T22:46:16.000Z","updated_at":"2024-02-02T09:11:24.000Z","dependencies_parsed_at":"2023-05-15T16:16:31.416Z","dependency_job_id":null,"html_url":"https://github.com/niki864/VolatilityAnalysisBitcoin","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/niki864/VolatilityAnalysisBitcoin","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/niki864%2FVolatilityAnalysisBitcoin","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/niki864%2FVolatilityAnalysisBitcoin/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/niki864%2FVolatilityAnalysisBitcoin/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/niki864%2FVolatilityAnalysisBitcoin/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/niki864","download_url":"https://codeload.github.com/niki864/VolatilityAnalysisBitcoin/tar.gz/refs/heads/master","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/niki864%2FVolatilityAnalysisBitcoin/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":286080680,"owners_count":28508464,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2026-01-17T11:50:55.898Z","status":"ssl_error","status_checked_at":"2026-01-17T11:50:55.569Z","response_time":85,"last_error":"SSL_connect returned=1 errno=0 peeraddr=140.82.121.6:443 state=error: unexpected eof while reading","robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":false,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["bitcoin","bitcoin-price","technical-analysis","volatility"],"created_at":"2025-11-16T07:00:31.294Z","updated_at":"2026-01-17T12:00:51.745Z","avatar_url":"https://github.com/niki864.png","language":"R","funding_links":[],"categories":["\u003ca id=\"4d2a33083a894d6e6ef01b360929f30a\"\u003e\u003c/a\u003eVolatility"],"sub_categories":[],"readme":"# Volatility Analysis of Bitcoins\n\nAn technical analysis of bitcoin price history over a period of one year done in the R language utilising the TTR package.\n\n## Packages Required\n\nTTR, downloadable from CRAN\n\n### Prerequisites\n\nR and R Studio\n\n## Base Dataset Description\n\nDataset is an hourly time series data set with 8 Variables (Timestamp, Open, High, Low, Close, Volume (BTC), Volume (Currency), Weighted Price)\nData gathered is averaged across six hour time interval between sampling, i.e. 0000-0600 hrs, 0600-1200 hrs, 1200-1800 hrs to 1800-2400 hrs.\n\nBase descriptive stats are provided.\n\nSource: *bitcoincharts.com*\n\n## Data Analysis Description\n\nWe first generate Bollinger Bands with a SMA of 28 samples ( 28/4 - Weekly Moving Average equivalent) and obtain pctB values. \npctB is the percentage of Bitcoin price to the range between the up and lower band. \n\nUsing pctB we can scale it to an index measure by taking the absolute value and converting it into percentage points on scale 100.\n\nThe final graph is generated on the basis of only Vindex. \n\n\n## Summary\n\nSpikes in graph correlate to significant days in which volatility has exceeded moving average by a large margin. \nWill be coming up with more volatility measurements in the coming weeks. \n\n## License\n\nThis project is licensed under the MIT License - see the [LICENSE.md](LICENSE.md) file for details\n\n## Acknowledgments\n\n* IE 6200 Course @Northeastern University : Prof. Dehghani \n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fniki864%2Fvolatilityanalysisbitcoin","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fniki864%2Fvolatilityanalysisbitcoin","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fniki864%2Fvolatilityanalysisbitcoin/lists"}