Cryptocurrency-trading-strategy-replication
Unverified Other strategy on Crypto by YungFuu. BotFinder score 18 out of 100.
该项目是我在HKU量化交易课程期末的项目，旨在复现他人的交易策略。 我复现的是一篇关于加密货币的交易策略的论文，论文原作者为YUKUN LIU,ALEH TSYVINSKI,XI WU，于2022年首次发刊，通过规模、动量、交易量以及波动性这四类主题因子，分析不同特征下加密货币的市场表现。
Source: github
BotFinder analysis pending.
Cryptocurrency-trading-strategy-replication
Cryptocurrency-trading-strategy-replication 该项目是我在HKU量化交易课程期末的项目，旨在复现他人的交易策略。 我复现的是一篇关于加密货币的交易策略的论文，论文原作者为YUKUN LIU,ALEH TSYVINSKI,XI WU，于2022年首次发刊，通过规模、动量、交易量以及波动性这四类主题因子，分析不同特征下加密货币的市场表现。 原论文可以通过以下链接进行阅览： https://onlinelibrary.wiley.com/doi/epdf/10.1111/jofi.13119 详细的技术博客请参考： Part1 调用数据api，数据清洗与处理.md 以及 Part2 回测模型与策略验证.md 代码文件请参考： MFIN7037Final.py 如有需要，请与我联系索要原始数据文件。
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