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Indicador Bernardos: un nuevo indicador clave en el análisis del mercado de las criptomonedas y de la conducta humana ante lo desconocido

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  • Fourier, Jean-Baptiste Joseph

Abstract

En este estudio se propone un nuevo indicador técnico para el mercado de las criptomonedas: el indicador Bernardos. El cálculo de este índice está basado en la aplicación del método kernel density estimation sobre la actividad, medida en número de tweets, del profesor y economista Gonzalo Bernardos en su cuenta de la red social Twitter. Los resultados del análisis del precio de Bitcoin mediante el indicador Bernardos sugieren que se trata de un buen detector de miedo en el mercado, de la capitulación de movimientos bajistas y del inicio de recuperaciones al alza del precio. Finalmente, se analiza una posible explicación psicológica detrás del comportamiento del indicador, relacionada con el sesgo cognitivo Dunning-Kruger unido a la necesidad humana de reafirmación de las ideas propias frente a las contrarias.

Suggested Citation

  • Fourier, Jean-Baptiste Joseph, 2022. "Indicador Bernardos: un nuevo indicador clave en el análisis del mercado de las criptomonedas y de la conducta humana ante lo desconocido," OSF Preprints 87brk, Center for Open Science.
    • Handle: RePEc:osf:osfxxx:87brk
    DOI: 10.31219/osf.io/87brk
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    References listed on IDEAS

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    1. Harvey, Andrew & Oryshchenko, Vitaliy, 2012. "Kernel density estimation for time series data," International Journal of Forecasting, Elsevier, vol. 28(1), pages 3-14.
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