Bitcoin Price and Return

Legend

Price Quantile (Trendlines)		Return Deviation (Colorscale)		Indication
Level	Color	Level	Color
q = 0.025		-3σ		Undervalued
q = 0.5		0σ		Fair value
q = 0.975		3σ		Overvalued

Info

The price levels were determined used quantile regression on historical log price vs log time data. The return deviation (z-score) is based on Power Law Residual Ratio v2 (See article for details).

The daily live price data is obtained using the yfinance API.

Disclaimer: 1) The projected prices shown in the chart above are purely suggestive. No conclusion on actual price can be derived. 2) The models applied here are subject to change.

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