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Formal automatic trading in the cryptocurrency era

Tamer Saadeh

Formal automatic trading in the cryptocurrency era.

Rel. Paolo Garza, Luca Cagliero. Politecnico di Torino, Corso di laurea magistrale in Ingegneria Informatica (Computer Engineering), 2019

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Abstract:

Cryptocurrency markets are highly volatile due to their lack of regulation and the their always-open nature. This gives rise to the need to develop systems that can help investor limit the risks and improve the gains from the market, particularly in a downward trend. Moreover, due to the volatility of the market, it is very important for traders to act on trade signals as soon as possible, which further increases the need to an automatic system. A system was developed that analyses data from one of the biggest cryptocurrency exchanges by transactions and simulates a trader’s transactions on the exchange. The system designed computes the optimal set of parameters needed to increase the return on investment for a trader.

Relators: Paolo Garza, Luca Cagliero
Academic year: 2018/19
Publication type: Electronic
Number of Pages: 48
Subjects:
Corso di laurea: Corso di laurea magistrale in Ingegneria Informatica (Computer Engineering)
Classe di laurea: New organization > Master science > LM-32 - COMPUTER SYSTEMS ENGINEERING
Aziende collaboratrici: UNSPECIFIED
URI: http://webthesis.biblio.polito.it/id/eprint/11049
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