Algorithmic trading systems in blockchain era
Luci, Filippo (A.A. 2021/2022) Algorithmic trading systems in blockchain era. Tesi di Laurea in Blockchain and cryptocurrencies, Luiss Guido Carli, relatore Massimo Bernaschi, pp. 26. [Bachelor's Degree Thesis]
|
PDF (Full text)
Download (1MB) | Preview |
Abstract/Index
An introduction on cryptocurrencies and blockchain. Cryptocurrencies and blockchain. Network congestion and mempool size A few more details about Bitcoin and ethereum. Algorithmic trading infrastrucutre: how it work. AlgoTrading: A look into the past. Algorithmic trading today; the infrastructure. Tools and indicators for a trading systems. Technical analysis. OHLCV and data sources. Technical analysis. Trading indicators. Moving averages. Simple moving average. Exponential moving averages. Bollinger bands. The time span. Trading strategies and applications on BTC/USD-ETH/USD. Algorithmic trading strategies in action. Simple moving average crossover. The SMA crossover strategy applied to Bitcoin and ethereum. Dollar cost averaging.
References
Bibliografia: pp. 23-25.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Management and Computer Science, English language (L-18) |
| Chair: | Blockchain and cryptocurrencies |
| Thesis Supervisor: | Bernaschi, Massimo |
| Academic Year: | 2021/2022 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 03 Nov 2022 10:41 |
| Last Modified: | 03 Nov 2022 10:41 |
| URI: | https://tesi.luiss.it/id/eprint/33745 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
