Research on trading strategies based on time series - taking gold and bitcoin as examples
نویسندگان
چکیده
In response to the problem of how optimally invest in gold and bitcoin, this paper establishes a daily trading strategy model, uses large amount price data conduct in-depth research on optimal transactions obtain maximum value. Based prices bitcoin within 5 years, we first build an ARIMA time series forecast use MATLAB programming solve results get next day's prices. Using prediction result, established used recursion find gains obtained turn. The application model will help financial practitioners analyze guide investment related products.
منابع مشابه
Trading Bitcoin and Online Time Series Prediction
Given live streaming Bitcoin activity, we aim to forecast future Bitcoin prices so as to execute profitable trades. We show that Bitcoin price data exhibit desirable properties such as stationarity and mixing. Even so, some classical time series prediction methods that exploit this behavior, such as ARIMA models, produce poor predictions and also lack a probabilistic interpretation. In light of...
متن کاملTime series forecasting of Bitcoin price based on ARIMA and machine learning approaches
Bitcoin as the current leader in cryptocurrencies is a new asset class receiving significant attention in the financial and investment community and presents an interesting time series prediction problem. In this paper, some forecasting models based on classical like ARIMA and machine learning approaches including Kriging, Artificial Neural Network (ANN), Bayesian method, Support Vector Machine...
متن کاملComparitive Automated Bitcoin Trading Strategies
Bitcoin is an international peer-to-peer traded crypto-currency which exhibits high volatility and is minimally impacted by current world events. Bitcoins are directly traded between individuals through intermediate sites that act as bitcoin markets. The largest of these markets is Bitstamp.net. In these markets people offer to buy or sell bitcoin at prices they define, or can put in a fill ord...
متن کاملA Fair Protocol for Data Trading Based on Bitcoin Transactions
On-line commercial transactions involve an inherent mistrust between participant parties since, sometimes, no previous relation exists between them. Such mistrust may be a deadlock point in a trade transaction where the buyer does not want to perform the payment until the seller sends the good and the seller does not want to do so until the buyer pays for the purchase. In this paper we present ...
متن کاملPrediction based - High Frequency Trading on Financial Time Series
In this paper we investigate prediction based trading on financial time series assuming general AR(J) models. A suitable nonlinear estimator for predicting the future values will be provided by a properly trained FeedForward Neural Network (FFNN) which can capture the characteristics of the conditional expected value. In this way, one can implement a simple trading strategy based on the predict...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: BCP business & management
سال: 2022
ISSN: ['2692-6156']
DOI: https://doi.org/10.54691/bcpbm.v26i.1932