Momentum Trading Strategy on CRYPTOCURRENCIES using Python and Binance



Published
I was quite interested on how momentum strategies are working out taking a cryptocurrency universe instead of a stock market universe. These are the first results. If you are interested in getting more in depth or even let a bot follow this approach let me know in the comments below.

I didn't cover two things here, so feel free to add that:
- Short term reversal effect
- Shorting the least performing coins

Momentum video:
https://youtu.be/5W_Lpz1ZuTI

Pulling prices and pulling all symbols:
https://youtu.be/M64KcWgNfJg

Understand returns / log returns:
https://youtu.be/fWHQwqT3lNY

00:00 - 01:41 Introduction / Disclaimer
01:41 - 05:10 How to get Prices from binance for all symbols/coins
05:10 - 06:37 Pull prices and necessary data manipulations
06:37 - 08:07 Calculating simple and log returns
08:07 - 10:57 Determining top performers over a lookback period
10:57 - 13:36 Calculate the mean return of the top performer portfolio
13:36 - 15:36 Backtest / Analyzing the strategy
15:36 - 20:03 Making 1 parameter flexible (just an idea) / more analysis

#Python #Trading #Crypto #Binance
Category
Cryptocurrencies
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