Enhancing Crypto Success via Heatmap Visualization of Big Data Analytics for Numerous Variable Moving Average Strategies

Author:

Chiu Chien-Liang1,Ni Yensen2ORCID,Hu Hung-Ching2ORCID,Day Min-Yuh3ORCID,Chen Yuhsin4

Affiliation:

1. Department of Banking and Finance, Tamkang University, New Taipei City 25137, Taiwan

2. Department of Management Sciences, Tamkang University, New Taipei City 25137, Taiwan

3. Graduate Institute of Information Management, National Taipei University, New Taipei City 23741, Taiwan

4. Department of Accounting, Chung Yuan Christian University, Taoyuan 320314, Taiwan

Abstract

This study employed variable moving average (VMA) trading rules and heatmap visualization because the flexibility advantage of the VMA technique and the presentation of numerous outcomes using the heatmap visualization technique may not have been thoroughly considered in prior financial research. We not only employ multiple VMA trading rules in trading crypto futures but also present our overall results through heatmap visualization, which will aid investors in selecting an appropriate VMA trading rule, thereby likely generating profits after screening the results generated from various VMA trading rules. Unexpectedly, we demonstrate in this study that our results may impress Ethereum futures traders by disclosing a heatmap matrix that displays multiple geometric average returns (GARs) exceeding 40%, in accordance with various VMA trading rules. Thus, we argue that this study extracted the diverse trading performance of various VMA trading rules, utilized a big data analytics technique for knowledge extraction to observe and evaluate numerous results via heatmap visualization, and then employed this knowledge for investments, thereby contributing to the extant literature. Consequently, this study may cast light on the significance of decision making via big data analytics.

Funder

Ministry of Science and Technology (MOST), Taiwan

National Taipei University (NTPU), Taiwan

National Science and Technology Council, Taiwan

Publisher

MDPI AG

Subject

Fluid Flow and Transfer Processes,Computer Science Applications,Process Chemistry and Technology,General Engineering,Instrumentation,General Materials Science

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