/Algorithmic-Trading

Multiple strategies applied to trading such as regression, classification and trend following

Primary LanguageJupyter Notebook

Algorithmic-Trading

Multiple strategies applied to trading such as regression, classification and trend following.

Trend following strategy applied in trading, with a for loop looking for the best windows time on cryptocurrencies returns.

Linear regression applied as a classification approach, due the output was analyzed as positive or negative return, not integer value.

Logistic regression applied shifting a number of assets returns to classify the following returns as positve or negatives, not measured in distance only in direction.

Random forest classifier applied for a similar approach than logistic regression.

All data was requested from kraken cryptocurrency exchange API, feel free to run notebook and see current results.