05 Results.html

<p>The performance of the algorithm was poor. It achieved a Sharpe Ratio of only 0.262, while simply holding Bitcoin over the same period would have yielded a Sharpe Ratio of 1.688.&nbsp;</p>
<p>Here are some ideas for improvement:</p>
<ul>
    <li>Experimentation with ARIMA variants and other time-series models (e.g. SARIMAX, ARFIMA, VAR, etc.)</li>
    <li>Applying different types of transformations to achieve stationarity</li>
</ul>
<p>If a user comes across any interesting results, we&rsquo;d love to hear about it in the Community Forum.</p>