Utilize este identificador para referenciar este registo:
http://hdl.handle.net/10362/151986| Título: | Algorithmic trading with cryptocurrencies |
| Autor: | Röhnelt, Tobias |
| Orientador: | Zejnilovic, Leid |
| Palavras-chave: | Forecasting Business analytics Cryptocurrency Trading strategy Bitcoin Algorithmic trading |
| Data de Defesa: | 14-Set-2022 |
| Resumo: | Since its inception in 2009, Bitcoin has gained popularity and importance in financial markets. The Bitcoin price is highly volatile entailing high risk and chances of high returns for traders. We define a holistic approach to build an intraday Bitcoin trading algorithm based on predictive analysis of ML models. The results show that our trading algorithm generates positive returns and to outperform its benchmark strategies after considerations for feasibility and profitability. |
| URI: | http://hdl.handle.net/10362/151986 |
| Designação: | A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics |
| Aparece nas colecções: | NSBE: Nova SBE - MA Dissertations |
Ficheiros deste registo:
| Ficheiro | Descrição | Tamanho | Formato | |
|---|---|---|---|---|
| 2021-22_fall_45676_tobias-roehnelt.pdf | 5,62 MB | Adobe PDF | Ver/Abrir |
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