YungFuu / Cryptocurrency-trading-strategy-replication
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。
☆31Updated 2 years ago
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