Cryptofolio: an optimization platform for cryptocurrencies portfolios.

Authors: Julien Denes (jdenes), Michael Trazzi (mtrazzi)

Visit the landing page of the platform here!

This repository is the final result of project "Cryptofolio", an applied project for Université Pierre et Marie Curie (UPMC) Master's Degree in Computer Science. More information here (in french).

The overall goal of the platform is to provide cryptocurrencies investor with a decision aid on how to create a diversified portfolio to maximize returns and minimize risks. Several optimization algorithms are proposed, from traditional high-frequency live trading to state-of-the-art Convolutional Neural Network (CNN).

Structure of the repository

Django: source code of our platform, implemented with Python Django. The section of the code dedicated to portfolio optimization is here.
Literature: most of the literature we based our theoretical choices on is available on this folder.
Report: a complete exposition of our study of the algorithms and development steps, in particular in the final report and in the specifications (cahier des charges) (in french).
Other material: various deprecated material used during the development of the platform, including: tryouts with R Shiny, unused datasets, figures and notes from tryouts with algorithms.

Access the platform

The landing page of the platform is available here and the application here.

Acknowledgement and sources

This project would not have been finished without using the codes from the following open source projects:

License

This software is available under a GNU General Public License.

Risk disclaimer

There is always a high risk of loss in trading cryptocurrencies. All suggestions from this platform are followed at your own risk.