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Publicação
Algorithmic trading with cryptocurrencies
| Nome: | Descrição: | Tamanho: | Formato: | |
|---|---|---|---|---|
| 5.49 MB | Adobe PDF |
Autores
Orientador(es)
Resumo(s)
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.
Descrição
Palavras-chave
Forecasting Business analytics Cryptocurrency Trading strategy Bitcoin Algorithmic trading