I have created a python version of my autoregessive damped model: github.com/btcodeorange/B…. ill add more and more functionality over the next few weeks/months. #Bitcoin
.i developed a trading strategy using the residuals of the model. reporting the back testing results. starting with $100 capital at the start of the third epoch, we wouldve ended up with 4 #BTC . This is on out of sample data so this is a relatively good outcome but also past performance does not reflect future performance. stuff can happen that can be entirely unpredictable. For now at least, here is the updated script:https://github.com/btcodeorange/BitcoinExchangeRateModel/blob/main/baerm.py
Next steps: adding indicator bands. Seperating trading Strat out maybe making a bot. Updating website (having to port python to Js is not fun)
npub1ky…jknq6
2023-03-21 04:33:12
Author Public Key
npub1kyqlmjwxnx969auxyuh0s5rg6wxamukc0pfswp3zu8tf9yy3qsaqejknq6Published at
2023-03-21 04:33:12Event JSON
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"content": "I have created a python version of my autoregessive damped model: github.com/btcodeorange/B…. ill add more and more functionality over the next few weeks/months. #Bitcoin \n\n.i developed a trading strategy using the residuals of the model. reporting the back testing results. starting with $100 capital at the start of the third epoch, we wouldve ended up with 4 #BTC . This is on out of sample data so this is a relatively good outcome but also past performance does not reflect future performance. stuff can happen that can be entirely unpredictable. For now at least, here is the updated script:https://github.com/btcodeorange/BitcoinExchangeRateModel/blob/main/baerm.py\n\nNext steps: adding indicator bands. Seperating trading Strat out maybe making a bot. Updating website (having to port python to Js is not fun)",
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