YungFuu/Cryptocurrency-trading-strategy-replication

What it does

YungFuu/Cryptocurrency-trading-strategy-replication is a public GitHub repository with Python as its primary reported language. GitHub reports 41 stars and 9 forks at the latest snapshot. Its topics include cryptocurrency, quantitative-trading. Read the repository documentation, license and current issues before using the software.

该项目是我在HKU量化交易课程期末的项目，旨在复现他人的交易策略。 我复现的是一篇关于加密货币的交易策略的论文，论文原作者为YUKUN LIU,ALEH TSYVINSKI,XI WU，于2022年首次发刊，通过规模、动量、交易量以及波动性这四类主题因子，分析不同特征下加密货币的市场表现。

GitHub repositories

Stars

41

Stars gained · 7 days

+0

Forks

9

Primary language

Python

Repository license

Not checked

Last code push

5 Jun 2022

Popularity comes from GitHub stars. Seven-day growth appears after a full week of local snapshots; this is our collection, not GitHub’s official trending chart.

Sources & freshness

Imported records link to their sources. An entry is a discovery aid, not an endorsement.