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

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juanlopezcode/Algorithmic-Trading

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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.

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

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