ARIMA-GARCH Cryptocurrency Trend Projections
I want to be scientific in my cryptocurrency trades. The main thing is to get the baseline projection (BP) as accurate as you can, and then do sell bids at 20% over BP, and buy bids at 20% under BP, or use some other arbitrary percentage number besides 20%.
Not really understanding the math yet, I could make these observations:
- the moving trend -- you can back up to a macro level on the year and sort of almost see where things are going by the angle on the chart
- the causal trend -- you can line up weekends from a prior year and see events like holidays and paycheck schedules and how they may show patterns each month that you can influence a given projection
This is where I began my journey:
This led to:
which led to:
http://ift.tt/1eQRato <-- ARIMA
http://ift.tt/1Kl856d <-- GARCH
Unfortunately, I don't yet know Calculus or Statistics to be able to read those.
So, here's my question. Does someone already have an ARIMA-GARCH system I can upload my historical binary price data into and then do ARIMA-GARCH projections from that?
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