This is a project implementing trend following strategy via machine learning techniques.
To run the program you must run the file 'main.py'. It will call all the different methods at once.
- For the risk free rate, we used the 13 weeks T-bill. Is considered that all the financing is in USD.
- The data for the cryptocurrencies were downloaded using a library that collects data from 'Yahoo Finance'.
- The tracker used was the Adjusted Closing Price of the Cryptocurrencies.