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。
☆39Jun 5, 2022Updated 4 years ago
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