Making Money: a LR+ARIMA and Multi-Index Based Investment Model
DOI:
https://doi.org/10.54691/bcpbm.v33i.2785Keywords:
Linear Regression; ARIMA; Bollinger Bands; Rate of Change.Abstract
In order to achieve the goal of maximizing returns, market traders tend to buy and sell assets with high volatility. Now, in this paper, traders will buy and sell only two assets, namely gold, and bitcoin, based on their requirements, using past daily prices to determine the trading prices to determine whether they should buy, continue to hold, or sell the assets in their portfolio on that date. Determine a portfolio consisting of cash, gold, and bitcoin that is based on an investment model for a five-year trading period starting at $1,000 on September 11, 2016, and ending on September 10, 2021. During this period, they will follow a trading strategy when appropriate. (The gold market is only open on weekdays and the bitcoin market is open daily with commission fees for each trade).
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