This is an automated software aiming to maximize returns on cryptoassets investments by applying a Rebalancing strategy over a defined portfolio.
It is implemented to trade assets on the Bittrex platform.
The strategy implemented is called PAMR (0/1/2).
It has been researched and developed by a chinese doctor few year ago.
The full paper is available in this repository (papers/) as a PDF and the MATHLAB implementation on the author repository here https://github.com/OLPS/OLPS/.
Another guys implemented the comparaison (in Python) <== THIS ONE IS BETTER
Repo: https://github.com/Marigold/universal-portfolios.
Article: https://www.quantopian.com/posts/comparing-olps-algorithms-olmar-up-et-al-dot-on-etfs
To be written
Extension of OLMAR using a different estimator.
This strategy is said to be the best performing and has been developed by the same guys than PAMR.
A Python implementation is available in the Marigold repo (see PAMR)
The paper is also available in this repo under paper/.