Price Chart

Plot of bitcoin's price over time along with the reconstructed signal by a neural network, updated every 15 seconds. See below for the automatic trading results and explanation.

Current strategy

The portfolio is built by weighting six strategies: at any moment, each one is "long" or "short" and that is the information displayed in the following radar plot.

Current portfolio

Bar plot of the portfolios' performance. At the top, the total portfolio is displayed. The six strategies are also displayed in the following horizontal bar plot; each six of them correspond to a threshold in latent space and their weights in the total portfolio was found via linear programming.