Question 1:

For the following assume you have a (2 years) time series data with the daily price of one cryptocurrency(or multiple cryptos) for example Bitcoin. Also, you have other variables such as S&P500, VIX, transaction volume, EMWA, and also one (or more if you like) attention factors that could be searches on "bitcoin" on google, number of searches on wikipedia etc. You can add more or remove some of the variables that are mentioned if you think that some shouldn't be used or that other should be included.

Answer a) and b), by explaining what statistical models you would use (for example VECM, ARDL, ARIMA, OSL regression). Also include why, and how you would use them.

A good answer would be similar to the "step by step guide to predict a stock using STATA, Eviews and Matlab".

a) If you plan to predict the price/return and one (or multiple) cryptocurrency, how would you do it?

b) Explain how one (or multiple) cryptocurrency moves/depends on the variables?