UROP Proceedings 2021-22

School of Engineering Department of Industrial Engineering and Decision Analytics 152 Data Analysis in Fintech Supervisor: ZHANG Jiheng / IEDA Student: WANG Xiaopeng / DSCT Course: UROP1100, Fall In recent years, cryptocurrency, a collection of binary data which is designed to work as a medium of exchange, has become more important in the financial market. And Binance is a cryptocurrency exchange which is currently the largest exchange in the world in terms of daily trading volume of cryptocurrencies. With the increasing importance of cryptocurrency, it is meaningful for us to look into the change of various cryptocurrencies and develop some corresponding trading strategies. In this project, my goal is to analyze the data distribution first and then develop a practical trading strategy by Python (pandas) based on the database of real financial transaction data (Bitcoins) from exchanges (Binance), which is received by a given IT infrastructure. Data Analysis in Fintech Supervisor: ZHANG Jiheng / IEDA Student: ZHAO Yanrui / DA Course: UROP1100, Fall Cryptocurrencies are becoming valuable and demanding. Reviewing current financial industry, where are not many derivative products relating to cryptocurrencies. This research tries to implement a trading strategy for stocks and futures into bitcoin and analyse the profitability. The raw data of trade is summarised and processed into a form that is usable for analysis. Several graphs are drawn using module Bokeh in Python for data visualisation. The performance test is carried out after discovering the trends from the visualised data. Performance results are finally drawn using Bokeh for a clear illustration of the results. It is found that the strategy based on moving average made considerable returns, and the more frequent the actions take the higher overall growth outcome.

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