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AI-for-Trading

1. Time-Series-Anomaly-Detection:

Deep Learning model using keras on S&P_500_Index_Data to detect anomalies. How? 1- train Autoencoder network on data woth no anomalies 2- take a new data poit and try to reconstruct it by the Auroencoder, if the reconstruction error of the new data point is above a threshold we setthen we set this data point as an anomaly.

2. Crypto data analysis:

Applying Genesis Period Analysis, First Halving Analysis, and Second Halving Analysis.

3. Turn of Month Effect:

Strategy is equity prices increase during the last 4 days and the first 3 days of each month. We buy the BTC on close at the first day of the month and sell it on the following day.

Title: Turn of the Month Strategy Template Description: The strategy buys the asset on the last day of a month and sells the asset on the first day of the next month. If the asset price is greater than the 10-day SMA then the strategy continues to hold the asset. Dataset: BTC_1min

4. Trading data analysis:

Data Analysis using:

  • Gap Analysis
  • Signal Bar Analysis
  • Profit Calculation
  • Day Night Comparison
  • Trading Statistics