Crypto Videos 

Momentum Trading Strategy on CRYPTOCURRENCIES using Python and Binance

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:

Pulling prices and pulling all symbols:

Understand returns / log returns:

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

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