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crypto-momentum-portfolios

https://github.com/baptistezloch/crypto-momentum-portfolios

Science Score: 44.0%

This score indicates how likely this project is to be science-related based on various indicators:

  • ✓
    CITATION.cff file
    Found CITATION.cff file
  • ✓
    codemeta.json file
    Found codemeta.json file
  • ✓
    .zenodo.json file
    Found .zenodo.json file
  • ○
    DOI references
  • ○
    Academic publication links
  • ○
    Academic email domains
  • ○
    Institutional organization owner
  • ○
    JOSS paper metadata
  • ○
    Scientific vocabulary similarity
    Low similarity (3.4%) to scientific vocabulary
Last synced: 6 months ago · JSON representation ·

Repository

Basic Info
  • Host: GitHub
  • Owner: BaptisteZloch
  • License: mit
  • Language: Jupyter Notebook
  • Default Branch: master
  • Homepage:
  • Size: 11 MB
Statistics
  • Stars: 2
  • Watchers: 1
  • Forks: 1
  • Open Issues: 0
  • Releases: 0
Created over 2 years ago · Last pushed about 2 years ago
Metadata Files
Readme Citation

README.md

Research article on Crypto Momentum Portfolios

Installing an running the project

```bash git clone https://github.com/BaptisteZloch/Crypto-momentum-portfolios.git # or git@github.com:BaptisteZloch/Crypto-momentum-portfolios.git python -m venv .venv

Windows :

..venv\Scripts\Activate.ps1 # or ..venv\Scripts\Activate.bat

Linux and MacOS :

source .venv/bin/activate

pip install -r requirements.txt ```

Owner

  • Name: Baptiste ZLOCH
  • Login: BaptisteZloch
  • Kind: user
  • Location: Gif-sur-Yvette
  • Company: CentraleSupelec

I'm currently student at CentraleSupelec with Computer Science specialization and a huge interest in Quantative Trading.

Citation (CITATION.CFF) 

cff-version: 1.2.0
message: If you use this software, please cite it using the following DOI.
title: Crypto Momentum Porfolio
version: 0.2.1
authors:
  - name: Jules Prieux
    email: jules.prieux@dauphine.eu
  - name: Ahmed Bachir
    email: ahmed.bachir@dauphine.eu
  - name: Baptiste Zloch
    email: baptiste.zloch@dauphine.eu
license: MIT

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Dependencies

requirements.txt pypi
  • black *
  • ipykernel *
  • matplotlib *
  • nbformat *
  • numpy *
  • pandas *
  • plotly *
  • quant-invest-lab *
  • requests *
  • scipy *
  • seaborn *
  • statsmodels *
  • ta *
  • tqdm *