Digital Currency Investment Strategy Framework Based on Ranking

摘要

Quantitative research of digital currency is important in the financial sector. Existing quantitative research mainly focuses on pairs trade, multifactor models, and investment portfolios. Investment portfolios refer to the allocation of funds to different types of financial products to minimise investment risk when expected returns can be obtained, or maximise returns on investment when investment risks are controllable. Herein, we propose a ranking-based digital currency investment strategy framework for investment portfolios in the digital currency market. The framework mainly involves selecting digital currency attributes, preprocessing historical data, exporting the ranking model of the investment portfolio strategy, and parameter optimisation.