https://github.com/mtrazzi/cryptofolio
Master's Project : create a optimized portfolio for cryptocurrencies
https://github.com/mtrazzi/cryptofolio
Last synced: about 2 months ago
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Master's Project : create a optimized portfolio for cryptocurrencies
- Host: GitHub
- URL: https://github.com/mtrazzi/cryptofolio
- Owner: mtrazzi
- License: gpl-3.0
- Created: 2018-01-28T12:55:06.000Z (over 8 years ago)
- Default Branch: master
- Last Pushed: 2018-05-27T20:42:38.000Z (about 8 years ago)
- Last Synced: 2025-03-22T19:46:24.844Z (about 1 year ago)
- Language: TeX
- Homepage: https://michaeltrazzi.wixsite.com/cryptoptimisation
- Size: 31.1 MB
- Stars: 4
- Watchers: 1
- Forks: 0
- Open Issues: 0
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Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# Cryptofolio: an optimization platform for cryptocurrencies portfolios.
**Authors:** Julien Denes ([jdenes](https://github.com/jdenes)), Michael Trazzi ([mtrazzi](https://github.com/mtrazzi))
**Visit the landing page of the platform [here](https://michaeltrazzi.wixsite.com/cryptoptimisation)!**
This repository is the final result of project "Cryptofolio", an applied project for Université Pierre et Marie Curie (UPMC) Master's Degree in Computer Science. More information [here](http://androide.lip6.fr/?q=node/384) (in french).
The overall goal of the platform is to provide cryptocurrencies investor with a decision aid on how to create a diversified portfolio to maximize returns and minimize risks.
Several optimization algorithms are proposed, from traditional high-frequency live trading to state-of-the-art Convolutional Neural Network (CNN).
## Structure of the repository
* [Django](Django): source code of our platform, implemented with Python Django. The section of the code dedicated to portfolio optimization is [here](Django/projet/PGPortfolio).
* [Literature](Literature): most of the literature we based our theoretical choices on is available on this folder.
* [Report](Rapport): a complete exposition of our study of the algorithms and development steps, in particular in [the final report](Rapport/Rapport.pdf) and in the specifications (cahier des charges) (in french).
* [Other material](Material): various deprecated material used during the development of the platform, including: tryouts with R Shiny, unused datasets, figures and notes from tryouts with algorithms.
## Access the platform
The landing page of the platform is available [here](https://michaeltrazzi.wixsite.com/cryptoptimisation) and the application [here](https://cryptoptimize.herokuapp.com/).
## Acknowledgement and sources
This project would not have been finished without using the codes from the following open source projects:
* [Original source code (PGPortfolio)](https://github.com/ZhengyaoJiang/PGPortfolio)
* [Online Portfolio Selection toolbox](https://github.com/OLPS/OLPS)
## License
This software is available under a [GNU General Public License](LICENSE).
## Risk disclaimer
There is always a high risk of loss in trading cryptocurrencies. All suggestions from this platform are followed at your own risk.