Research on prediction model of optimal trading strategy-Taking bitcoin and gold as an example

Yuze Zhao; Lanqing Zhang; Siyang Liu

doi:10.54691/bcpbm.v26i.1936

Authors

Yuze Zhao
Lanqing Zhang
Siyang Liu

DOI:

https://doi.org/10.54691/bcpbm.v26i.1936

Keywords:

The best trading strategy; Gold and bitcoin; Sensitivity analysis.

Abstract

In order to determine the best trading strategy between gold and bitcoin, this paper develops a prediction model. Firstly, the algorithm selects the optimal algorithm from SVM algorithm, logistic regression algorithm, KNN algorithm, random forest algorithm and decision tree algorithm. Secondly, sensitivity analysis is used to verify the feasibility and correctness of the model. Finally, the best trading strategy of gold and bitcoin is determined according to qualitative analysis and quantitative calculation.

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References

Chenkai Zhao. 2019. Comparing the Effectiveness of Multiple Quantitative Trading Strategies. In Proceedings of the 11th International Conference on Computer Modeling and Simulation (ICCMS 2019). Association for Computing Machinery, New York, NY, USA, 47–51.

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