Description:
This project proposes a cryptocurrency portfolio optimization simulation using the simulated annealing method. It was developed in Python and relies on the Matplotlib, Deap, and Simanneal libraries.
Features:
- Algorithm: The project implements a simulated annealing-based optimization algorithm to explore the search space and identify the optimal portfolio composition.
- Data analysis: Historical cryptocurrency price data is used to evaluate the performance and risk of different portfolio configurations.
- Visualization: Matplotlib is used to generate graphs and visualizations of performance and risk data.
Technologies:
- Python: Main programming language
- Matplotlib: Data visualization library
- Deap: Genetic algorithm library
- Simanneal: Simulated annealing implementation library
Usage:
- Installation:
pip install -r requirements.txt
- Execution:
python main.py
Example:
python main.py
License:
This project is licensed under MIT.
Contributors:
- Lou-John GENTHON
Notes:
- This project is a basic example and can be extended in several ways.
- You can add new cryptocurrencies, implement technical indicators, and further optimize the algorithm.
- Feel free to contribute to the project by submitting pull requests.
I hope this is helpful!
Pdf end of project analysis: 56640_Loujohn_Genthon_Assignement_Documentation_195393_186812911.pdf