GitHub - farhanbham/Intraday-trader: OHLCV Ethereum data is transformed using an encoder-decoder network. The transformed data is input into an LSTM model that predicts the asset price in 24 hours. These forecasts are used to create buy and sell signals which were back-tested producing a Sharpe ratio of 1.45. The code was run various times end-to-end producing similar results.

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OHLCV Ethereum data is transformed using an encoder-decoder network. The transformed data is input into an LSTM model that predicts the asset price in 24 hours. These forecasts are used to create buy and sell signals which were back-tested producing a Sharpe ratio of 1.45. The code was run various times end-to-end producing similar results.

Apache-2.0 license