bottama / Crypto_Assessment

This project is to perform some analytics in the Cryptocurrency market as a practical assessment.

Crypto Finance - Assessment 2

Last Update August 26, 2021

Matteo Bottacini, [e-mail]

Project description

This project is to answer these questions: Assessment 2

To solve the question it has been used Python 3.7 on a local machine with PyCharm CE.

Folder structure:

CryptoFinance_assessment2/
    reports/
        report.md
        task1/
            images/
                OHLC_screenshot.png
                OHLC_screenshot_step2.png
                OHLC_screenshot_step3.png
                XBTUSD.png
                XBTUSD_amount.png
                ...
            tables/
                final_data.csv
                OHLC_data.csv
                ...
        task2/
            images/
                histogram_ret.png
                performance_and_rolling_correlation.png
                realized_volatility.png
            tables/
                cointgration_test.png
                summary_statistics_ret.png
    deliverables/
            run_assessment.py
    src/
        utils1.py
        utils2.py
    Candiate_folder/
        Assessment 2.pdf
        btc4hdata.csv
        ...
    README.md

Table of contents

1. Reports
2. Deliverables
3. src
4. Candidate Folder

Reports

In this folder you can find the file report.md with the summary of the results. Furthermore, in the sub-folder task1 are stored both the images and the tables to show the results of the task 1. At the same way, in the sub-folder task2 are stored both the images and the tables to show the results of the task 2.

Deliverables

In this folder there is the script you need to run in order to obtain the results. run_assessment.py

src

In this folder there are the script utils1.py and the script utils2.py with the set of functions needed to solve the tasks.

Candidate folder

In this folder are stored all the data available on the dropbox at the beginning, with nothing being modified (due to github contraints datasets weren't uploaded there).