Time-Series Modeling of Bitcoin for Equities, Commodities & Forex Markets
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Updated
Jul 19, 2023 - Python
Time-Series Modeling of Bitcoin for Equities, Commodities & Forex Markets
Codes used for "Joint calibration to SPX and VIX options with signature-based models" by Christa Cuchiero, Guido Gazzani, Janka Möller, Sara Svaluto-Ferro
Project aimed at using time series analysis tools for BTC~gold price relation analysis
Performing the Fourier transform on SPX to smooth the price chart
Identify trading signals across multiple timeframes for major indices like the S&P 500 and their constituents with a website that utilises the Ichimoku Cloud indicator.
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