Please use this identifier to cite or link to this item:
http://hdl.handle.net/10362/151986| Title: | Algorithmic trading with cryptocurrencies |
| Author: | Röhnelt, Tobias |
| Advisor: | Zejnilovic, Leid |
| Keywords: | Forecasting Business analytics Cryptocurrency Trading strategy Bitcoin Algorithmic trading |
| Defense Date: | 14-Sep-2022 |
| Abstract: | 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 |
| Designation: | 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 |
| Appears in Collections: | NSBE: Nova SBE - MA Dissertations |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 2021-22_fall_45676_tobias-roehnelt.pdf | 5,62 MB | Adobe PDF | View/Open |
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