aradmanesh / crypto-simulations

Repo for cryptocurrency simulations and backtests, including historical prices/market caps.

This repository was used to simulate a HODL strategy and a rebalancing strategy to analyze the effectiveness of portfolio rebalancing. Backtests were conducted by randomly selecting a basket of 5 coins 250 times and recording the value of the portfolio over the course of one year. The rebalancing strategy was used in several frequencies:

• Hourly
• Daily
• Weekly
• Monthly

Contents

• Python scripts used to pull historical data
• Python scripts used to simulate HODLing and rebalancing

data

• historical
  • historical crypto market cap of Bitcoin
  • historical price of most available cryptocurrencies on Bittrex
• simulations
  • results of hourly, daily, weekly, and monthly simulated rebalancing
  • results of hodl strategy
  • summary of results across all strategies