主要加密货币价格预测算法及基础交易框架研究
Research on the Price Prediction Algorithms of Major Cryptocurrencies and a Basic Transaction Framework
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中文总结 AI 辅助
本研究通过时间序列分析比特币和以太坊价格，提出CBDC全面应用作为退出信号，并引入动量开盘/收盘价及独立市场套利策略。
中文摘要 AI 辅助
通过对比特币和以太坊的长期观察与时间序列分析，我们发现它们在长期一致的价格趋势上存在相似性，尤其是在周K线中。我们对它们的价格历史数据进行了去噪和平滑处理，并进一步推导出其价格变化趋势的周期性和买卖时机。我们首次提出，中央银行数字货币（CBDC）的全面应用是投资者减少加密货币持仓甚至退出市场的一个关键信号。此外，我们提出了动量开盘/收盘价来替代传统的名义开盘/收盘价，以准确描述24/7金融交易市场的价格趋势。我们发现加密货币市场可以被视为一个相对独立的金融市场，从而设计出一种更安全、更高效的套利策略。
英文摘要
Through long-term observation and time series analysis of Bitcoin and Ethereum, we found the similarity in long-term consistent price trends, especially in the weekly K-line. We denoised and smoothed the historical data of their prices, and further derived the periodicity of their price change trends and the timing of buying and selling. We have for the first time proposed that the full application of central bank digital currencies (CBDC) is a key signal for investors to reduce their holdings of cryptocurrencies or even exit the market. In addition, we proposed momentum opening/closing prices to replace the traditional nominal opening/closing prices to accurately describe the price trends of the 24/7 financial trading market. We found that the cryptocurrency market can be regarded as a relatively independent financial market, thereby designing a safer and more efficient arbitrage strategy.
发表机构
- Intelligent Robotics Center, Ji Hua Laboratory（智行机器人中心，启明实验室）
机构由 AI 辅助整理，请以论文原文为准。
