-
Notifications
You must be signed in to change notification settings - Fork 0
austindi/Bitcoin_Market_Data
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
-Sharpe Ratio
-The Sharpe Ratio measures risk-adjusted returns by comparing an asset’s excess return (above the risk-free rate) to its volatility.
-A higher Sharpe Ratio indicates better risk-adjusted performance.
-Formula:
S = (R_p - R_f)/sigma_p
where:
-R_p = Expected portfolio return
-R_f = Risk-free rate
-sigma_p = Standard deviation of returns
-Relative Strength Index (RSI)
-The RSI is a momentum indicator that measures the speed and change of price movements over 14 days.
-RSI values range from 0 to 100:
-Above 70 → Overbought (possible price correction)
-Below 30 → Oversold (potential buying opportunity)
-Formula:
-RSI = 100 - ( 100/(1 + RS)
where:
-RS = Average Gain over 14 days/Average Loss over 14 days
-50-Day Moving Average (MA-50) & 200-Day Moving Average (MA-200)
-Moving Averages (MA) smooth out price fluctuations to identify trends.
-MA-50 → Short-term trend indicator (bullish if above MA-200).
-MA-200 → Long-term trend indicator (signals overall market direction).
-Formula:
MA_n = (P_1 + P_2 + ... + P_n)/ n
where:
-MA_n = Moving average over n days
-P_i = Price on day i
-24-Hour Trading Volume
-The 24-hour trading volume represents the total value of an asset traded in a day.
-Higher volume indicates strong liquidity and market interest.
-Formula:
V = \sum_{i=1}^{N} P_i * Q_i
where:
-P_i = Price of the trade
-Q_i = Quantity traded
-N = Total number of trades in 24 hours
Why These Metrics Matter?
-Sharpe Ratio → Helps investors assess risk vs. return.
-RSI → Identifies overbought/oversold conditions for trade signals.
-MA-50 & MA-200 → Confirm trend direction and potential reversals.
-24H Volume → Reflects market liquidity & investor interest.
About
No description, website, or topics provided.
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published