[PDF] backtesting crypto trading strategies

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[PDF] MASTER THESIS Backtesting of Trading Strategies for Bitcoin

13 jui 2019 · The final long-short trading strategy of the thesis uses a combination of the Bollinger Band indicator, volume and different moving averages as
Master_Thesis_Gl%C3%BCcksmann_13June2019.pdf

[PDF] Crypto Trading Strategies - Stanford University

Crypto Trading Strategies Apr 27, 2021 Amanda Brown MS, MS&E '21 Jonathan Ling MS, MS&E '21 Arjun Sawhney MS, CS '21 
gr3.pdf

Master's Thesis Jan Frederic Spörer - SSRN Papers

Backtesting of Algorithmic Cryptocurrency Trading Strategies Jan Frederic Spörer Electronic copy available at: https://ssrn com/abstract=3620154 
SSRN_ID3620154_code3917972.pdf

[PDF] Using the Order Book and Machine Learning for Cryptocurrency

on cryptocurrency trading is presented, using trade and curate trading strategy with price prediction [14] used a method called Backtesting
resumo.pdf

[PDF] “Pairs trading in cryptocurrency market: A long-short story”

16 août 2021 · long-only portfolio strategies in the cryptocurrency market backtesting a number of trading rules over relatively small sample data
IMFI_2021_03_Govindan.pdf

[PDF] cryptocurrencies price prediction by using machine learning and

2 3 3 Backtesting on the unexpected period of exchange rate fall In this study, we propose a cryptocurrency trading strategy in Python based on some
Uzonyi%20-%20Prediccion%20del%20precio%20de%20criptomonedas%20mediante%20machine%20learning%20y%20redes%20neuronales%20prof....pdf

[PDF] Exploiting the momentum effect in the cryptocurrency market

allowing the identification of trading strategies based on anomalous phenomena in The most interesting results are obtained in portfolio back testing 
tesi.pdf

Pairs Trading in Cryptocurrency Markets - IEEE Xplore

1 oct 2020 · In our backtests, the strategies underperform classical benchmarks However, the results are quite sensitive to parameter settings and external 
09200323.pdf

[PDF] Analyse de stratégies d'investissement systématiques, basées sur le

backtesting de 22 devises, cotées en USD Finalement, un marché plus immature, celui des crypto-actifs Les cinq plus grandes crypto-monnaies en termes de 
MARTINS-ALEXANDRE-RENDU-JUL20.pdf

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