2022-COMAP-C-LSTM

2022 COMAP Problem C chosen (Bitcoin and Gold Quant Trading)

This paper is the outcome of our work in 2022 COMAP

• Key points:
  1. Time Series Analysis & Data Training: Deep Learning CNN + BlLSTM + ATTENTION
  2. Portofolio Analysis
  3. Pairs Trading Model 1.0 & 2.0
  4. Suggestions for traders
• If any question, contact: [email protected]
• Thanks.