This repository was used to simulate a HODL strategy and a rebalancing strategy to analyze the effectiveness of portfolio rebalancing. Backtests were conducted by randomly selecting a basket of 5 coins 250 times and recording the value of the portfolio over the course of one year. The rebalancing strategy was used in several frequencies:
- Hourly
- Daily
- Weekly
- Monthly
Contents
- Python scripts used to pull historical data
- Python scripts used to simulate HODLing and rebalancing
data
- historical
- historical crypto market cap of Bitcoin
- historical price of most available cryptocurrencies on Bittrex
- simulations
- results of hourly, daily, weekly, and monthly simulated rebalancing
- results of hodl strategy
- summary of results across all strategies