aevedis / Classification-of-Bitcoin-returns-with-Random-Forest Public

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Academic project for "Introduction to Systematic Investments strategies" course at University of Freiburg. In this work, I classify returns using a Random Forest and I develop a trading strategy based on RF's outputs.

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Name		Name	Last commit message	Last commit date
Latest commit History 38 Commits
Data		Data
Paper dataset		Paper dataset
10_05_2019_Random_forests_trading.pdf		10_05_2019_Random_forests_trading.pdf
README.md		README.md
backtest.py		backtest.py
classifier.py		classifier.py
cnyusd.csv		cnyusd.csv
coinmktcapscraper.py		coinmktcapscraper.py
dax.csv		dax.csv
deluca-termini-1972.pdf		deluca-termini-1972.pdf
descriptive.py		descriptive.py
eurostoxx50.csv		eurostoxx50.csv
eurusd.csv		eurusd.csv
feature-selection-luukka.pdf		feature-selection-luukka.pdf
ftse100.csv		ftse100.csv
hangseng.csv		hangseng.csv
ipathoil.csv		ipathoil.csv
ishares.csv		ishares.csv
ishareseufinancials.csv		ishareseufinancials.csv
jpyusd.csv		jpyusd.csv
merger.py		merger.py
nikkei225.csv		nikkei225.csv
russell2000.csv		russell2000.csv
s&p500-returns-randomforests.pdf		s&p500-returns-randomforests.pdf
s&p500.csv		s&p500.csv
spdrgold.csv		spdrgold.csv
spdrmaterials.csv		spdrmaterials.csv
test-data.json		test-data.json
test.py		test.py
twitter.py		twitter.py
twitterscrapergooglecolab.py		twitterscrapergooglecolab.py
us10yinterest.csv		us10yinterest.csv
us13winterest.csv		us13winterest.csv
us30yinterest.csv		us30yinterest.csv
us5yinterest.csv		us5yinterest.csv
uscommodity.csv		uscommodity.csv
vanguard.csv		vanguard.csv
vixs&p500cboe.csv		vixs&p500cboe.csv
xlffinancialsector.csv		xlffinancialsector.csv