Quant/Algo Trading on Bitcoin
Jonathan Yeung
Data Scientist
Data Visualizer
Data Analyst
Matplotlib
Python
scikit-learn
Implemented time series ARIMA model to analyze and forecast bitcoin prices with a test MAPE of 1.00%
Developed back-testers using Object Oriented Programming to test a Mean Reversion strategy and a Trend Following strategy, discovering that the Trend Following strategy outperforms the Buy-and-Hold strategy by 30,744% over the 9-year horizon
