allenfrostline

strategy


2019

2019-06-09 Hybrid Sentiment-Momentum Strategy in Cryptocurrency Market

2019-04-23 The Perfect Market Maker: Is it Possible?

2019-04-23 Spread Trading: XOP and DRIP

2018

2018-07-27 Cryptocurrency Arbitrage (3): One More Strategy

2018-01-09 Cryptocurrency Arbitrage (2): Performance

2017

2017-12-21 Cryptocurrency Arbitrage (1): Some Ideas

2017-11-15 Ensemble Modeling in a Binary Classification Problem in Chinese A-Share Market

2017-03-12 Strategy: XGBoost Classification + Technical Indicators

2017-01-17 Strategy: LSTM Neural Network + Small Cap