Bitcoin Systematic Trading Strategies

Students:

Ku Pak Ho

Chan Ka Ho

Lee Chun Hang

Supervisor: Dr. Chow, K.P.

Project Overview

This project develop Bitcoin investment strategies. Leveraging a diverse set of data, intensive research and leading-edge technology, the strategies target sustainable return regardless of market condition.

Market Data

Perform technical analysis with machine learning to predict market behavior.

News Headlines

Analyse news articles to extract market-moving events and sentiment signals for automated trading decisions.

Social Media

Process social media posts and trends to gauge public sentiment and retail investor behavior for market prediction.

Leading-edge Technology

  1. Large language models text processing
  2. Machine learning / deep learning models
  3. Cloud computing

Systematic strategy

  • Portfolio optimization
  • Robust backtesting