Performance of Conventional and Non-Conventional Algorithmic Trading Strategies in Cryptocurrency Market
This project implements and backtests some conventional and non-conventional algorithmic trading strategies in the cryptocurrency market.
| Number | Notebook | Description |
|---|---|---|
| 00 | Introduction | Introduction and first steps. |
| 01 | Moving Averages | Strategies based on moving averages. |
| 02 | Momentum | Strategies based on momentum. |
| 03 | Mean Reversion | Strategies based on mean reversion. |
| 04 | Linear Regression | Linear regression for market price, returns and movement prediction. |
| 05 | Logistic Regression | Market movement prediction using logistic regression. |
| 06 | Vanilla Neural Networks | Market movement prediction using vanilla neural networks. |