A deep dive into several different strategies that can be used to predict buy and sell opportunities for the exchanging of cryptocurrencies.
This respository contains the source code used to for the writeup located here: https://mads-swaps.github.io/.
Visit the aws folder to learn about the AWS architecture and setup used to support this work.
Visit the fetch_data folder for a notebook used to prototype the collection of data from Binance.
Playround contains the source code for each team member that was used to complete the writeup. This section also contains the different strategies that were explored.
This folder contains sample code how to connect to the AWS Postgres database. It requires the hidden-dist.py to be copied and renamed to hidden.py and credentials to be filled in.
Visit the zipline folder to review how the zipline package was explored and some of the evaluation metrics that were used.
- Nicholas Miller (nmill@umich.edu)
- Sophie Deng (sophdeng@umich.edu)
- Tim Chen (ttcchen@umich.edu)