Fall Semester 2021 Main Takeaways - RobertoLF/EC601Project GitHub Wiki

  1. Standardizing data pre-processing methods for extremely variant and noisy time series (crypto price histories) is a challenging math problem.
  2. We became familiar with the general methods for quantifying market efficiency, a useful metric for comparing a markets performance over time or with other markets.
  3. We became familiar with configuring a predictive model commonly used in finance and for large time series data sets.
  4. Interfacing the two modules of this project, the AMIM calculator and predictive model would be the main focus of the project moving forward with a focus on developing algorithms to place automated trades.