shengxiefudan / Data-Mining-on-BTC-Trading-Statistics

Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors performance

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This project is mainly about to extract useful features from the time series of BTC trading data, in order to make rational price prediction in the future.

A large portion of effort here is to understand the behavior/property of the financial market by tracking the fluctuation of paraemter values, so I suggest to read the Technical Analysis file, in order to get some basic ideas on what tools people using to analyze the financial data.

First, I have built the function library(.py file) and the method for calculate 191 Alpha factors derived from the Guotai Security report(.ipynb file).

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Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors performance

License:MIT License


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