Research on trading strategies based on time series - taking gold and bitcoin as examples

Author:

Zheng Feiyang,Chi Hao

Abstract

In response to the problem of how to optimally invest in gold and bitcoin, this paper establishes a daily trading strategy model, and uses a large amount of price data to conduct in-depth research on how to conduct optimal transactions to obtain maximum value. Based on the daily prices of gold and bitcoin within 5 years, we first build an ARIMA time series forecast model, and use MATLAB programming to solve the forecast results to get the next day's gold and bitcoin prices. Using this prediction result, we established a daily trading strategy model, and used recursion to find the daily trading strategy and the gains obtained in turn. The application of the model will help financial practitioners to analyze and guide the investment of related products.

Publisher

Boya Century Publishing

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