VermeirJellen/Cryptocurrency_Trend_Regression

Stars
12
Rank 1,597,372 (Top 32 %)
Language
R
License
MIT License
Created about 7 years ago
Updated almost 7 years ago

VermeirJellen/Cryptocurrency_Trend_Regression

VermeirJellen

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

Simple trend predictions for bitcoin price data and cryptocurrency market capitalization.

Financial_Risk_Modeling_Research

Practical applications towards risk-centric portfolio management

AlgorithmicTrading-Cointegration

Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market

PoloniexR

R wrapper for the Poloniex Cryptocurrency Trading API (Package)

Coinmarketcap_Web_Scraping

Scraping Historical Cryptocurrency Market Data from Coinmarketcap.com

Poker_HandEvaluation

Custom Java port of the Loki and Poki Poker bot hand evaluation subsystem (Papp. 1998)

Securities_Master_Database

Project includes scripts to set up a securities master database with stock and ETF timeseries data

Bitcoin_MACD_Strategy

Bitcoin - MACD Crossover Trading Strategy Backtest

MT4-Execution_Framework

Metatrader 4 Backtest and Execution Framework

FinancialEngineering

Matlab Financial Engineering Toolkit

Structuring_Hedging_HestonModel

Structuring and Hedging of a Partially Principal Protected Note under the Heston Model

blue_magic_portfolio_allocation

Dynamic Recalculations of Weighted Blue Magic Capital Portfolio Allocations (CryptoCurrency)

Bitcoin_Mining_Backtest_Predictions

Bitcoin Mining - Historical Backtest and Future Profit Predictions

Actuarial_Statistics

Project contains multiple smaller subprojects that lie in the domain of non-life insurance actuarial statistics

Blog_Public_GMV

Backtesting a Global Minimum Variance Portfolio in R