13 jui 2019 · According to several recent studies the Bitcoin market is still young and volume are the raw data while backtesting a trading strategy
Master_Thesis_Gl%C3%BCcksmann_13June2019.pdf
2 3 3 Backtesting on the unexpected period of exchange rate fall Nowadays, bitcoin trading is becoming more and more popular
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16 août 2021 · ly on Bitcoin across three different exchanges Leung and Nguyen (2019) used the cointegration method backtesting a number of trading rules
IMFI_2021_03_Govindan.pdf
27 avr 2021 · Blockchain data Asset correlation Autocorrelation Statistical arbitrage Time series analysis Deep learning Toy model Backtesting
gr3.pdf
To simulate real trades, as with the lagged linear regression models, we used Backtrader, a backtesting library 6 Portfolio construction and risk management
gr3.pdf
trade and order book data from a major digital asset trading platform of four digital currencies The cryptocurrency trading realm is progressively at-
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Backtesting of Algorithmic Cryptocurrency Trading Strategies Jan Frederic Spörer Electronic copy available at: https://ssrn com/abstract=3620154
SSRN_ID3620154_code3917972.pdf
Cryptocurrency trading has become more and more popular among private investors The most interesting results are obtained in portfolio back testing
tesi.pdf
1 oct 2020 · In our backtests, the strategies underperform classical benchmarks However, the results are quite sensitive to parameter settings and external
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