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Investment Strategy Methods
•Downloaded historical candle stick data of crypto assets on different timeframes. Looking to download more discrete (order book data) and perform deeper analysis. Looking at downloading stock data.
• In the process of using Delta-Normal approach, Historical simulation, Monte Carlo simulation to test investment strategies.
• In the process of applying EMA, TD Sequential MACD & Reverse MACD, Fibonacci, Markov Chains.
• Learning Quant Investment strategies. Investigating Black-Scholes/Merton equation.
• Possibly using Differential equations and Calculus, Butterfly effect, Chaos theory, Runge–Kutta methods, Mandelbrot set, logistic equation, Fourier transformation for option pricing, Astrophysical mathematics.
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