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This is final project repository of ML for trading class on large cap crypto trading based on macroeconomical variables

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aelectr/Final-Project-on-large-cap-crypto-trading-with-macroeconomical-variables

 
 

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Team author date
Digital Gold Digger
dawa lama
04/01/2022
Team Members
DAWA LAMA
LI ZHI
MOREIRA ESTRELLA
SALEM ALI

Overview on project:

We are here making trading strategies of top 5 cryptos they are Bitcoin, Ethereum, USDT Tether, USD Coin and Binance Coin with relationship with macroeconomic variable they are Federal fund interest rate, dallor exchnage rate, and S&P 500 index. Here our main aim is to see the effect of macroeconomic variables on trading of top 5 cryptos and we have calculate risk factor related to large cap cryptos trading.


Instruments use for trading(Top 5 large-cap Cryptos) have used here as our main instruments.

S.N. Symbol (Ticker) Crypto Name Current market cap(In billion) Current market price
1 BTC Bitcoin 873.28 $45,969
2 ETH Ethereum 415.38 $3,454.23
3 USDT Tether 82.41 $1
4 BNB Binance Coin 74.408 $451.09
5 USDC USD Coin 51.48 $0.9997

Data reported time : 04/05/2022, 14:20 Data source: https://coinmarketcap.com/


Macroeconomic variables use for project

s.n. Name Data type
1 Federl fund Interest rate Daily
2 Gold Price daily/Per ounce
3 S&P 500 data Daily
4 Euro Exchange rate Daily

Project Organization

├── LICENSE
├── Makefile           <- Makefile with commands like `make data` or `make train`
├── README.md          <- The top-level README for developers using this project.
├── data
│   ├── external       <- Data from third party sources.
│   ├── interim        <- Intermediate data that has been transformed.
│   ├── processed      <- The final, canonical data sets for modeling.
│   └── raw            <- The original, immutable data dump.
│
├── docs               <- A default Sphinx project; see sphinx-doc.org for details
│
├── models             <- Trained and serialized models, model predictions, or model summaries
│
├── notebooks          <- Jupyter notebooks. Naming convention is a number (for ordering),
│                         the creator's initials, and a short `-` delimited description, e.g.
│                         `1.0-jqp-initial-data-exploration`.
│
├── references         <- Data dictionaries, manuals, and all other explanatory materials.
│
├── reports            <- Generated analysis as HTML, PDF, LaTeX, etc.
│   └── figures        <- Generated graphics and figures to be used in reporting
│
├── requirements.txt   <- The requirements file for reproducing the analysis environment, e.g.
│                         generated with `pip freeze > requirements.txt`
│
├── setup.py           <- makes project pip installable (pip install -e .) so src can be imported
├── src                <- Source code for use in this project.
│   ├── __init__.py    <- Makes src a Python module
│   │
│   ├── data           <- Scripts to download or generate data
│   │   └── make_dataset.py
│   │
│   ├── features       <- Scripts to turn raw data into features for modeling
│   │   └── build_features.py
│   │
│   ├── models         <- Scripts to train models and then use trained models to make
│   │   │                 predictions
│   │   ├── predict_model.py
│   │   └── train_model.py
│   │
│   └── visualization  <- Scripts to create exploratory and results oriented visualizations
│       └── visualize.py
│
└── tox.ini            <- tox file with settings for running tox; see tox.readthedocs.io

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This is final project repository of ML for trading class on large cap crypto trading based on macroeconomical variables

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