Follow the Best Strategy to be a Smarter Trader

Market traders often buy and sell volatile assets to maximize total returns. We have developed an optimal trading strategy model using gold bitcion daily price streams meet this need. Based on a sliding window, we use the ARIMA predict prices of bitcoin, respectively. Meanwhile, Granger causality test results showed that they were not cointegrated in short term. construct multi-objective dynamic sub-model considers maximum investment value, minimum frequency, risk factors based historical forecast sequences. Finally, validate efficient frontier conclude is accurate.