The aim of the project is give to the APT and Roll model an empirical approach to crypto market microstructure in order to check how all the assumptions of these two models behave with real world data. This project was developed using Python 3.
Install all the dependencies stated in the requirements.txt file, just run the following command in terminal:
pip install -r requirements.txt
Or you can manually install one by one using the name and version in the file.
Bring APT and Roll Model into real world data, in order to determine their limitations on implementation to real trading strategies.
Bryan Manica. Financial Engineering Student with interests in Data Science and AI driven solutions for financial modelling.
GNU General Public License v3.0
Permissions of this strong copyleft license are conditioned on making available complete source code of licensed works and modifications, which include larger works using a licensed work, under the same license. Copyright and license notices must be preserved. Contributors provide an express grant of patent rights.
For more information in reggards of this repo, please contact if722176@iteso.mx