Cryptocurrencies could bring big returns, but they also carry high volatility and big crash sizes. I discovered that trendfollowing strategies help investors to mitigate cryptocurrency’s risk. I also tested and confirmed that risk managed momentum strategy is applicable to the cryptocurr ency environment and that machine learning implementation further improves volatility reduction.
| Date of Award | 2 Feb 2023 |
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| Original language | English |
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| Awarding Institution | - Universidade Católica Portuguesa
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| Supervisor | Dan Tran (Supervisor) |
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Trend-following strategies for cryptocurrencies with machine learning
Mamino, M. (Student). 2 Feb 2023
Student thesis: Master's Thesis