Konstantin Galperin

Crypto Seasons

Predictive Model Trading using NTerminal

This short article discusses an automated data-driven trading model for selected cryptocurrencies, with the goal of creating a trading strategy that produces long term positive returns. Fundamentally, the model is based on a mean reversion concept borrowed from traditional finance, which essentially states that an asset price should revert to its long term average. One can expect that, absent shocks or trends, an average long term price should be more or less constant. And therefore occasional…