Repositories is consisted of three parts
- Notebook contains various ideas and macro information for crypto markets
- Notebook also provides a Macd strategy to be executed
- Notebook imports interest rates data
- Calculates the correlation between Bitcoin and Interest Rates using change in price after the announcement
- Plots the correlation
- Uses simple linear regression model summary better understand the correlation
- Notebook also provides a simple script to compare the correlation between Bitcoin and various countries interest rates
- Executed using command
python3 backtest.py - Backtest.py imports the strategy and trade bot to execute the strategy
- Plots cummulatve returns
