Forecasting Crypto Portfolios Like a Quant
Learn how to forecast cryptocurrency portfolio performance using advanced quantitative methods. Apply machine learning techniques to model crypto market behavior, optimize portfolios, and predict future returns with Python.
At a Glance
How to easily use SARIMAX models to forecast your portfolio?
At least $1 billion of client funds are missing at failed crypto firm FTX, and their FTX token has lost most of its value. How would you prevent your portfolio from having massive losses in a black swan event?
This guided project will show you how to create your portfolio index that contains diverse cryptocurrencies to track your performance and use Machine Learning to forecast the index movement in the near future.
About
This tutorial will teach you step by step how to handle the datasets you find on internet to make it proper time series data and help you understand the cleaning of time series data and how the big financial companies create popular indexes like the S&P 500 or Nasdaq to track the industry. The project will also guide you how to determine what other critical external factors will influence your portfolio. You will use ARIMA and SARIMAX models to predict your custom index performance. You will practice with the examples from Coincodex and United States Department of the Treasury.
A Look at the Project Ahead
- Understand the basic knowledge of time series
- Know your time series data and make raw data into a clean and prepared form
- Understand the index formation
- Create your own index
- Understand the training process of time series
- Apply ARIMA and SARIMAX models to forecast time series
What You’ll Need
WARNING: THIS GUIDED PROJECT IS NOT FINANCIAL ADVICE
Frequently Asked Questions
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Do I need to install any software to participate in this project?
Everything you need to complete this project will be provided to you via the Skills Network Labs and it will all be available via a standard web browser. - What web browser should I use?
The Skills Network Labs platform works best with current versions of Chrome, Edge, Firefox, Internet Explorer, or Safari.
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