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Saturday, May 26, 2018

Bitcoin obsession still unsettled

A motivating perspective on this is a probabilistic break-down of Tim Draper's price estimate. One of many parallel ways to see it is that a coin at $8k can either 2x or ½x (in each of every 4 months period), until 2022. Then you see the expected price burst to $250k.

However within the various binomial pathways, we have the most bullish 15% (or the most bubblicious 15% of all rarified bubbles), would be worth $1.5m. Empirically we can't substantiate anything close to this theoretical probability since we don’t have that many relevant bubbles to gauge it.  And if you exclude this extreme tail outcome, what remains is a 1:7 chance for a price to be a rich $70k, and 6:7 chance for the price to still free-fall further below $6k.

Economics professor Nouriel Roubini provides us his opinion.

It’s not for me to judge for someone else if this a good 5-year investment distribution for people, but one shouldn’t fool themselves instead into thinking Tim Draper’s price estimate of $250k implies a 50/50 chance of being above versus below $250k.  This extreme-growth exponential model that arrives at $250k is also relying on an immeasurably small probability of a value being much higher than $250k (same idea would apply to other bulls such as John McAfee or our follower Tom Lee.)  And there are many ways for this probability to come down, or for the up-branches of the binomial tree above to not have a high 50% chance, both of which have the impact of negating the potential benefit from this most bullish scenario.

Last, here is a bonus chart to contemplate.

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