YTD Return on ETH using EMA 10 and 20
Algorithmic Trading with MATLAB®: Simple Lead/Lag EMA
This is a simple but efficient trading strategy using an exponential moving average.
% CryptoContent All rights reserved.
Step 1: Load in some data (YTD ETH)
Source: coinmarketcap.com
Step 2: Develop a simple lead/lag technical indicator
We’ll use two exponentially weighted moving averages 10 and 20
Step 3:Develop a trading signal and performance measures.
We’ll assume 250 trading days per year.
Results: YTD Return on ETH with EMA 10 and EMA 20 strategy is 335%.
Created with MATLAB 2017
Subscribe to our freeNewsletter
Subscribe to our mailing list to get more free math analysis of Crypto market. Who knows, maybe mathematics leads you to a full understanding of financial markets :)
Congratulations on your choice and we are grateful for your decision!
